Creates an instance of the bivariate logistic model extreme value copula with parameter \(r\).
NewBEVLogisticCopula(r)A function that evaluates the bivariate logistic model EV copula (with parameter \(r\)) at a given \(2\)-dimensional vector in the unit square. The environment of the function also contains a function called pdfCopula that evaluates the probability density function of the bivariate asymmetric mixed model EV copula via automatic differentation.
real.
Berwin A. Turlach berwin.turlach@gmail.com
The dependence function for this bivariate EV copula is $$A(w) = ((1-w)^r + w^r)^{1/r}$$ Necessary and sufficient conditions for the dependence function to be valid are
\(r \ge 1\)
NewBEVAsyLogisticCopula, NewMEVGumbelCopula