dfgm function

Farlie-Gumbel-Morgenstern copula density, -1<= cpar<=

Density at (u,v)

dfgm(u, v, cpar)

Arguments

• u: vector of values in (0,1)
• v: vector of values in (0,1)
• cpar: copula parameter > 0

Returns

• out: Vector of densities

Examples

out = dfgm(0.3,0.5,0.2)

Author(s)

Pavel Krupskii