
archmCopula(family, param, dim = 2, ...)
claytonCopula(param, dim = 2)
frankCopula(param, dim = 2)
gumbelCopula(param, dim = 2)
amhCopula(param, dim = 2)
"claytonCopula"
,
"frankCopula"
, "gumbelCopula"
, or "amhCopula"
."archmCopula"
is a wrapper for "claytonCopula"
,
"frankCopula"
, "gumbelCopula"
and "amhCopula"
. Only the bivariate Ali-Mikhail-Haq copula family ("amhCopula"
)
is available.
The maximum dimension for which the expression of the pdf is available is 6 for the Clayton, Gumbel and Frank families. The cdf expression is always available.
The maximum dimension for which "dcopula"
can be evaluated is
10 for the Clayton and Gumbel families, and 6 for the Frank family. They are also the
maximum dimensions for which maximum likelihood estimation can be done.
ellipCopula
, evCopula
.clayton.cop <- claytonCopula(2, dim = 3)
## scatterplot3d(rcopula(clayton.cop, 1000))
frank.cop <- frankCopula(3)
persp(frank.cop, dcopula)
gumbel.cop <- archmCopula("gumbel", 5)
contour(gumbel.cop, dcopula)
amh.cop <- amhCopula(0.5)
## A 7-dim Frank copula
frank.cop <- frankCopula(3, dim = 7)
x <- rcopula(frank.cop, 5)
## dcopula doesn't work
dcopula(frank.cop, x)
## A 7-dim Gumbel copula
gumbel.cop <- gumbelCopula(2, dim = 7)
## exprdist$pdf is not available
gumbel.cop@exprdist
## but can still be evaluated
dcopula(gumbel.cop, x)
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