Bivariate copula densities for parametric families.
dbvn(u,v,cpar)
dfrk(u,v,cpar)
dcln(u,v,cpar)
dcln90(u,v,cpar)
dcln270(u,v,cpar)
pdf value(s).
value in interval 0,1; could be a vector
value in interval 0,1; could be a vector
copula parameter: scalar.
Choices are 'cop' in dcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
The copula names are abbreviations for:
bvn = bivariate normal or Gaussian
frk = Frank
cln = Clayton or Mardia-Takahasi-Cook-Johnson
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
qcondcop
rcop