.pickands.fun.uni

Pickands dependence function as in <cite>Belzile (2014), Proposition 41</cite>
Returns the Pickands dependence function of the copula domain of attraction
of the copula. This is only derived and implemented in the bivariate case.

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.fun.uni function

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

Arguments

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

<dl>

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


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


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

</dl>

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

Description

Usage

Value

Arguments