Creates an instance of the Frank copula with parameter \(\alpha\).
NewMVFrankCopula(alpha = 1)A function that evaluates the Frank copula (with parameter \(\alpha\)) at a given \(d\)-dimensional vector in the unit cube. The environment of the function also contains a function called pdfCopula that evaluates the probability density function of the Frank copula via automatic differentation.
real, the parameter of the Frank copula, defaults to 1; must be positive.
Berwin A. Turlach berwin.turlach@gmail.com
The following parameterisation of the copula is used: $$C(u_1,\dots,u_d) = -\log(1+\exp(s) * t)/\alpha$$ where \(s = \sum_{j=1}^d \log\left(\frac{\exp(-\alpha u_j) -1 }{t}\right)\) and \(t=\exp(-\alpha)-1\).