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MHTcop (version 0.1.1)

cdf.Z: Evaluate the inverse Laplace-Stieltjes transform of a copula's generator

Description

cdf.Z evaluates the inverse Laplace-Stieltjes transform of the generator of the copula cop at z. Not: The evaluated mapping is a distribution function.

Usage

cdf.Z(cop, z)

Arguments

cop

The copula

z

Argument to the inverse Laplace-Stieltjes transform of the copula's generator