bb1skp: Skew BB1skp Copula Family

In vincenzocoia/copsupp: Vine Copulas made easy

Description

"p" stands for permutation (u and v are switched from BB1sk). Adds a skew parameter alpha in [0,1]. Distribution function is found by pbb1v(u/u^alpha,v,cpar)*u^alpha.

Usage

qcondbb1skp21(p, u, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

qcondbb1skp12(p, v, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

qcondbb1skp(p, u, cparsk, eps = 1e-08, mxiter = 30, iprint = F)

pbb1skp(u, v, cparsk)

pcondbb1skp21(v, u, cparsk)

pcondbb1skp(v, u, cparsk)

pcondbb1skp12(u, v, cparsk)

dbb1skp(u, v, cparsk)

logdbb1skp(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)

Harry Joe; Vincenzo Coia

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