sliouv

<code>sliouv</code> returns the survival function of a Liouville vector. For the survival copula
and the associated probability, see <code>pliouv</code>.

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

sliouv function

<dl><dt>theta</dt>
<dd>parameter of the corresponding Archimedean copula</dd>
<dt>x</dt>
<dd>an <code>n</code> by <code>d</code> matrix of observations, each on the positive real line</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><code>d</code>-vector of Dirichlet allocations (must be a vector of integers)</dd></dl>

Arguments

Joint survival function of Liouville vectors — sliouv

<dl>

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


<dt>x</dt>
<dd>an <code>n</code> by <code>d</code> matrix of observations, each on the positive real line</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><code>d</code>-vector of Dirichlet allocations (must be a vector of integers)</dd>

</dl>

sliouv: Joint survival function of Liouville vectors

Description

Usage

Arguments