CopulaREMADA (version 1.2)

dcop: Bivariate copula densities

Description

Bivariate copula densities for parametric families.

Usage

dbvn(u,v,cpar)
dfrk(u,v,cpar)
dcln(u,v,cpar)
dcln90(u,v,cpar)
dcln270(u,v,cpar)

Arguments

u

value in interval 0,1; could be a vector

v

value in interval 0,1; could be a vector

cpar

copula parameter: scalar.

Value

pdf value(s).

Details

Choices are 'cop' in dcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).

The copula names are abbreviations for:

bvn = bivariate normal or Gaussian

frk = Frank

cln = Clayton or Mardia-Takahasi-Cook-Johnson

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

See Also

qcondcop rcop