Creates an instance of the bivariate asymmetric mixed model extreme value copula with parameter \(\theta\).
NewBEVMixedModelCopula(theta)A function that evaluates the bivariate asymmetric mixed model EV copula (with parameter \(\theta\)) 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 $$A(w) = \theta w^2 - \theta w + 1$$ Necessary and sufficient conditions for the dependence function to be valid are
\(0 \le \theta \le 1\)
NewBEVAsyMixedModelCopula