HAC (version 0.1-1)

phi, phi.inv: Generator function

Description

The generator function of AC and HAC.

Usage

phi(x, theta, type = HAC_GUMBEL)
phi.inv(x, theta, type = HAC_GUMBEL)

Arguments

x

a scalar, vector or matrix at which the function is evaluated. The support of the functions has to be taken into account, i.e. $x \in [0, \infty]$ for the generator function and $x \in [0, 1]$ for its inverse.

theta

the dependency parameter of the copula. It is to assure, that the dependency parameter lies within a certain interval, i.e. $\theta \in [1, \infty)$ for the Gumbel generator and $\theta \in (0, \infty)$ for the Clayton generator.

type

choose the model between HAC_GUMBEL, AC_GUMBEL, HAC_ROTATED_GUMBEL, HAC_CLAYTON and AC_CLAYTON.

Examples

x = runif(100, min = 0, max = 100)
phi(x, theta = 1.2)

# do not run the following example
# phi(x, theta = 0.8) # In phi(x, theta = 0.8) : theta >= 1  is required.