HAC (version 0.1-1)

copMult: 2dim copula

Description

This function returns the values for $d$ dimensional Archimedean copulae.

Usage

copMult(X, theta, type)

Arguments

X

a $n \times d$ matrix, where $d$ denotes the amount of variables.

theta

the dependency parameter of the copula.

type

defines the model. It can be selected between HAC_GUMBEL, AC_GUMBEL, HAC_ROTATED_GUMBEL, HAC_CLAYTON and AC_CLAYTON.

Value

• A numeric vector containing the values of the copula.

Details

If warnings are returned, see phi.

See Also

pHAC

Examples

# the arguments are defined
x = runif(100)
X = cbind(x, x, x)

# the values are computed
cop = copMult(X, theta = 1.5, type = HAC_GUMBEL)