pPareto

qPareto

numeric. Argument of the functions.

numeric vector of length 4. Parameters of the Pareto distribution (see Details).

pars

Probability (cumulative) distribution function <code>pPareto</code> and quantile function <code>qPareto</code> of Pareto type IV distribution.

 Pareto distribution 

 CDF 

 quantile 

xPareto

Archimax copulas are mixture of Archimedean and EV copulas. The package provides definitions of several parametric families of generator and dependence function, computes CDF and PDF, estimates parameters, tests for goodness of fit, generates random sample and checks copula properties for custom constructs. In 2-dimensional case explicit formulas for density are used, in the contrary to higher dimensions when all derivatives are linearly approximated. Several non-archimax families (normal, FGM, Plackett) are provided as well.

Tomas Bacigal

acopula

Modelling Dependence with Multivariate Archimax (or any
User-Defined Continuous) Copulas

xPareto function

<dl> <dt>t</dt>
<dd>numeric. Argument of the functions.</dd> <dt>pars</dt>
<dd>numeric vector of length 4. Parameters of the Pareto distribution (see Details).</dd></dl>

Arguments

Author

4-parametric univariate Pareto distribution — xPareto

<dl>

 <dt>t</dt>
<dd>numeric. Argument of the functions.</dd>

 <dt>pars</dt>
<dd>numeric vector of length 4. Parameters of the Pareto distribution (see Details).</dd>

</dl>

xPareto: 4-parametric univariate Pareto distribution

Description

Usage

Value

Arguments

Author

Details

See Also

Examples