Creates a bivariate extreme value copula from a spline estimate of its dependence function.
NewBEVSplineCopula(spl)A function that evaluates the bivariate EV copula (whose dependence function is given by the spline) 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.
a spline function.
Berwin A. Turlach berwin.turlach@gmail.com
SplineFitDepFct