HAC (version 1.1-1)

copMult: \(d\)-dim copula

Description

This function returns the values for \(d\)-dimensional Archimedean copulae.

Usage

copMult(X, theta, type)

Value

A vector containing the values of the copula.

Arguments

X

a \(n \times d\) matrix, where \(d\) refers to the dimension of the copula.

theta

the parameter of the copula.

type

all copula-types produced by Archimedean generators, see phi for an overview of implemented families.

Details

If warnings are returned, see phi.

See Also

pHAC

Examples

# the arguments are defined
X = matrix(runif(300), ncol = 3)

# the values are computed
cop = copMult(X, theta = 1.5, type = 1)