Distributacalcul (version 0.4.0)

bivariateClayton: Bivariate Clayton Copula

Description

Computes CDF, PDF and simulations of the bivariate Clayton copula.

Usage

cBivariateClayton(u1, u2, dependencyParameter, ...)
cdBivariateClayton(u1, u2, dependencyParameter, ...)
crBivariateClayton(numberSimulations = 10000, seed = 42, dependencyParameter)

Value

Function :

• cBivariateAMH returns the value of the copula.

• cdBivariateAMH returns the value of the density function associated to 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 Clayton copula has CDF :

Examples

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

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

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