ArchimedeanCopulae {fCopulae} | R Documentation |
A collection and description of functions to
investigate bivariate Archimedean copulae.
Archimedean Copulae Functions:
rarchmCopula | Generates Archimedean copula variates, |
parchmCopula | computes Archimedean copula probability, |
darchmCopula | computes Archimedean copula density, |
| displays interactive plots of variates, |
parchmSlider | displays interactive plots of probability, |
darchmSlider | displays interactive plots of density. |
Special Copulae Functions:
rgumbelCopula | Generates Gumbel copula variates, |
pgumbelCopula | computes Gumbel copula probability, |
dgumbelCopula | computes Gumbel copula density. |
rarchmCopula(n, alpha = NULL, type = archmList()) parchmCopula(u = 0.5, v = u, alpha = NULL, type = archmList(), output = c("vector", "list"), alternative = FALSE ) darchmCopula(u = 0.5, v = u, alpha = NULL, type = archmList(), output = c("vector", "list"), alternative = FALSE ) rarchmSlider(B = 10) parchmSlider(type = c("persp", "contour"), B = 10) darchmSlider(type = c("persp", "contour"), B = 10) rgumbelCopula(n, alpha = 2) pgumbelCopula(u = 0.5, v = u, alpha = 2, output = c("vector", "list")) dgumbelCopula(u = 0.5, v = u, alpha = 2, output = c("vector", "list"))
alpha |
[Phi*][*archmCopula] - the parameter of the Archemedean copula. A numerical value. |
alternative |
[*Copula] - Should the probability be computed alternatively ... |
B |
[*Slider] - the maximum slider menu value when the boundary value is infinite. By default this is set to 10. |
n |
[rarchmCopula] - the number of random deviates to be generated, an integer value. |
output |
[*archmCopula] - output - a character string specifying how the output should be formatted. By default a vector of the same length as u
and v . If specified as "list" then u and
v are expected to span a two-dimensional grid as outputted
by the function grid2d and the function returns a list with
elements \$x , \$y , and \$z which can be directly
used for example by 2D plotting functions.
|
type |
[*archmCopula] - the type of the Archimedean copula. A character string ranging beween "1" and "22" . By default copula No. 1 will
be chosen.[*archmSlider] - the type of the plot. A charcter string either specifying a perspective or contour plot. |
u, v |
[*archmCopula] - two numeric values or vectors of the same length at which the copula will be computed. If u is a list then the
the \$x and \$y elements will be used as u
and v . If u is a two column matrix then the
first column will be used as u and the the second
as v .
|
The function pcopula
returns a numeric matrix of probabilities
computed at grid positions x
|y
.
The function parchmCopula
returns a numeric matrix with values
computed for the Archemedean copula.
The function darchmCopula
returns a numeric matrix with values
computed for thedensity of the Archemedean copula.
The functions Phi*
return a numeric vector with the values
computed from the Archemedean generator, its derivatives, or its
inverse.
The functions cK
and {cKInv} return a numeric vector with the
values of the density and inverse for Archimedian copulae.
Diethelm Wuertz for the Rmetrics R-port.
## fCOPULA - # getClass("fCOPULA") ## pcopula - # The default Normal Copula: # contour(pcopula())