isliouv_m

This function is a wrapper around <code>isliouvm</code>; it allows the user to treat all the data matrix simultaneously
by applying different parameters to each margin.

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

isliouv_m function

<dl><dt>u</dt>
<dd>vector of survival probabilities</dd>
<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code>, <code>"gumbel"</code>, <code>"frank"</code>, <code>"AMH"</code> or <code>"joe"</code></dd>
<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd>
<dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd></dl>

Arguments

Multiple marginal inverse survival function of Liouville vectors — isliouv_m

<dl>

<dt>u</dt>
<dd>vector of survival probabilities</dd>


<dt>family</dt>
<dd>family of the Liouville copula. Either <code>"clayton"</code>, <code>"gumbel"</code>, <code>"frank"</code>, <code>"AMH"</code> or <code>"joe"</code></dd>


<dt>alphavec</dt>
<dd>vector of Dirichlet allocations (must be a vector of integers)</dd>


<dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>

</dl>

isliouv_m: Multiple marginal inverse survival function of Liouville vectors

Description

Usage

Value

Arguments

Examples