copula (version 0.999-19)

moCopula: The Marshall-Olkin Copula

Description

Computes Marshall-Olkin copulas in the bivariate case.

Usage

moCopula(param = NA_real_, dim = 2L)

Arguments

param

numeric vector of length two specifying the copula parameters (in \([0,1]\)).

dim

the dimension of the copula.

Value

moCopula() is the constructor for objects of class '>moCopula.

See Also

The "'>moCopula" class, its mathematical definition, etc.

Examples

# NOT RUN {
alpha <- c(0.2, 0.7)
MO <- moCopula(alpha)
tau(MO) # 0.18
lambda(MO)
stopifnot(all.equal(lambda(MO),
                    c(lower = 0, upper = 0.2)))
wireframe2  (MO, FUN = pCopula) # if you look carefully, you can see the kink
contourplot2(MO, FUN = pCopula)
set.seed(271)
plot(rCopula(1000, MO))
# }