bb1sk: Skew BB1 Copula Family

In vincenzocoia/copsupp: Vine Copulas made easy

Description

Adds a skew parameter alpha in [0,1]. Distribution function is found by pbb1(u/u^alpha,v,cpar)*u^alpha.

Usage

qcondbb1sk21(p, u, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

qcondbb1sk12(p, v, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

qcondbb1sk(p, u, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

pbb1sk(u, v, cparsk)

pcondbb1sk21(v, u, cparsk)

pcondbb1sk(v, u, cparsk)

pcondbb1sk12(u, v, cparsk)

dbb1sk(u, v, cparsk)

Arguments

cparsk	copula parameter vector, third component in [0,1]
eps	tolerance for convergence
mxiter	maximum number of Newton-Raphson iterations

Author(s)

Vincenzo Coia, Harry Joe

vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.