dcop function

Copula pdf

Evaluates the copula density at given points (u,v)#'

dcop(u, v, family, rot = 0, cpar, dfC = NULL)

Arguments

• u: vector of values in (0,1)
• v: conditioning variable in (0,1)
• family: copula family: "gaussian" ("normal), "t", "clayton", "frank", "fgm", "galambos", "gumbel", "joe", "huesler-reiss", "plackett".
• rot: rotation: 0 (default), 90, 180 (survival), or 270
• cpar: copula parameter
• dfC: degrees of freedom for the Student copula (default is NULL)

Returns

• out: Copula density

• out: Vector of pdf values

Examples

out = dcop(0.3,0.7,"clayton",270,2)

Author(s)

Pavel Krupskii and Bruno Remillard Mai 1, 2023