
Density and random generation for the (one parameter) bivariate Clayton copula distribution.
dbiclaytoncop(x1, x2, apar = 0, log = FALSE)
rbiclaytoncop(n, apar = 0)
dbiclaytoncop
gives the density at point
(x1
,x2
),
rbiclaytoncop
generates random
deviates (a two-column matrix).
vector of quantiles.
The x1
and x2
should both be
in the interval
number of observations.
Same as rnorm
.
the association parameter.
Should be in the
interval
Logical.
If TRUE
then the logarithm is returned.
R. Feyter and T. W. Yee
See biclaytoncop
, the VGAM
family functions for estimating the
parameter by maximum likelihood estimation,
for the formula of the
cumulative distribution function and other
details.
Clayton, D. (1982). A model for association in bivariate survival data. Journal of the Royal Statistical Society, Series B, Methodological, 44, 414--422.
biclaytoncop
,
binormalcop
,
binormal
.
if (FALSE) edge <- 0.01 # A small positive value
N <- 101; x <- seq(edge, 1.0 - edge, len = N); Rho <- 0.7
ox <- expand.grid(x, x)
zedd <- dbiclaytoncop(ox[, 1], ox[, 2], apar = Rho, log = TRUE)
par(mfrow = c(1, 2))
contour(x, x, matrix(zedd, N, N), col = 4, labcex = 1.5, las = 1)
plot(rbiclaytoncop(1000, 2), col = 4, las = 1)
Run the code above in your browser using DataLab