CopulaRegression (version 0.1-5)

D_u: H-function of the copula

Description

H-function of the copula

Usage

D_u(u, v, theta, family)

Arguments

u

vector of [0,1] values

v

vector of [0,1] values

theta

copula parameter

family

an integer defining the bivariate copula family: 1 = Gauss, 3 = Clayton, 4=Gumbel, 5=Frank

Value

• value of the h-function

Details

For a bivariate copula family $C(u,v|\theta)$, the h-function is defined as $$D_u(u,v)=\frac{\partial}{\partial u} C(u,v|\theta)$$

See Also

density_joint

Examples

u<-v<-0.5
theta<-0.2
family=1
out<-D_u(u,v,theta,family)