lcopula (version 1.0.7)

hmvevdliouv: Spectral density of the CDA of survival copula and copula of Liouville vectors

Description

Computes the Liouville EV model or the scaled Dirichlet EV model spectral density

Usage

hmvevdliouv(w, alpha, rho, CDA = c("C", "S"), logdensity = FALSE)

Value

a vector with the same number of rows as w.

Arguments

w

matrix of points in the unit simplex at which to evaluate the density

alpha

vector of Dirichlet allocations (strictly positive).

rho

parameter of limiting model corresponding to index of regular variation

CDA

copula domain of attraction of either the Liouville copula, C, or its survival copula S

logdensity

logical; whether to return the log density or not

Examples

hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="C")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(0.1,2), rho=0.2, CDA="S")
hmvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="S")