.pickands.dir.uni

Pickands dependence function as in <cite>Belzile (2014), Proposition 40 and Example 4</cite>
Returns the Pickands dependence function of the copula domain of attraction
of the survival copula, the scaled Dirichlet extreme value model. Currently only implemented in the bivariate case.
Setting <code>rho=1</code> yields the same output as the function in the <code>evd</code> package.

Collections of functions allowing random number generations and
estimation of 'Liouville' copulas, as described in Belzile and Neslehova (2017) <doi:10.1016/j.jmva.2017.05.008>.

Leo Belzile

lcopula

Liouville Copulas

Christian  Genest

Alexander J. McNeil

Johanna G. Neslehova

.pickands.dir.uni function

<dl><dt>t</dt>
<dd>pseudo-angle in (0,1)</dd>
<dt>alpha</dt>
<dd>vector of Dirichlet allocations. Currently must be of length 2</dd>
<dt>rho</dt>
<dd>index of regular variation parameter</dd></dl>

Arguments

Pickands dependence function for the copula domain of attraction of Liouville survival copulas — .pickands.dir.uni

<dl>

<dt>t</dt>
<dd>pseudo-angle in (0,1)</dd>


<dt>alpha</dt>
<dd>vector of Dirichlet allocations. Currently must be of length 2</dd>


<dt>rho</dt>
<dd>index of regular variation parameter</dd>

</dl>

.pickands.dir.uni: Pickands dependence function for the copula domain of attraction of Liouville survival copulas

Description

Usage

Value

Arguments