Description Usage Arguments Details Value Author(s) See Also Examples
Constructor of the Tawn Copula family with three parameters allowing for asymmetric copula families.
1 | tawn3pCopula(param = c(0.5, 0.5, 2))
|
param |
The vector defining the three parameters of the Tawn Copula. |
Pickand's dependece function is given through: A(t) = (1-beta)*t + (1-alpha)*(1-t) + ((alpha*(1-t))^theta+(beta*t)^theta)^(1/theta)
An instance of the tawn3pCopula
class.
Benedikt Graeler
tawnCopula
for a symmetric one parameter, tawnT1Copula
and tawnT2Copula
for asymmetric two-parameter sub-families of the Tawn copula family.
1 2 | persp(tawn3pCopula(c(0.4,0.9,4)), dCopula)
persp(tawn3pCopula(c(0.4,0.9,4)), pCopula)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.