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nCopula (version 0.1.1)

Clayton: Construction of an Archimedean Copula Class Object

Description

Constructs a Clayton Archimedean copula object with a given parameter and dimension.

Usage

Clayton(param, dim = 2L, density = FALSE)

Arguments

param

the parameter of the copula.

dim

the dimension of the copula (>= 2), which is, by default, 2.

density

logical. Should the expression of the density of the copula be computed?

Value

An archm S4 class object.