Gumbel

param

<p>dimension of the copula (&gt;= 2), which is, by default, 2</p>

<p>Constructs a Gumbel Archimedean copula object with
a given parameter and dimension.</p>

Construct and manipulate hierarchical Archimedean copulas with multivariate compound distributions. The model used is the one of Cossette et al. (2017) <doi:10.1016/j.insmatheco.2017.06.001>.

Simon-Pierre Gadoury

Gumbel: Construction of an Archimedean Copula Class Object

Description

Usage

Arguments

Value