NCSCopula (version 1.0.1)

NCSCopCdf: Distribution function of a non-central squared copula

Description

This function computes the distribution function a non-central squared copula

Usage

NCSCopCdf(u, family, param, dof = NULL)

Arguments

u

(nx2) data matrix of pseudo-observations.

family

'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.

param

c(a1,a2,tau) where a1,a2 are the non-negative non-centrality

dof

degrees of freedom of the Student copula (if needed).

Value

cdf

Non-central squared copula evaluated at points u.

Examples

# NOT RUN {
param = c(0.8,2.5,0.7);
u = matrix(c(0.2,0.6,0.3,0.5,0.7,0.9),ncol=2,byrow=TRUE);
cdf=NCSCopCdf(u,'Clayton',param);

# }