djoe function

B5 Joe copula density

Density at (u,v)

djoe(u, v, cpar)

Arguments

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

Returns

• out: Vector of densities

Examples

out = djoe(0.3,0.5,2)

Author(s)

Pavel Krupskii