Distributacalcul (version 0.4.0)

bivariateAMH: Bivariate Ali-Mikhail-Haq Copula

Description

Computes CDF, PDF and simulations of of the bivariate Ali-Mikhail-Haq copula.

Usage

cBivariateAMH(u1, u2, dependencyParameter, ...)
cdBivariateAMH(u1, u2, dependencyParameter, ...)
crBivariateAMH(numberSimulations = 10000, seed = 42, dependencyParameter)

Value

Function :

• cBivariateAMH returns the value of the copula.

• cdBivariateAMH returns the value of the density copula.

• crBivariateAMH returns simulated values of the copula.

Arguments

u1, u2

points at which to evaluate the copula.

dependencyParameter

correlation parameter.

...

other parameters.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

Details

The bivariate Ali-Mikhail-Haq copula has CDF :

Examples

cBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

cdBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)

crBivariateAMH(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)