copMult function

$d$-dim copula

This function returns the values for $d$-dimensional Archimedean copulae.

copMult(X, theta, type)

Arguments

• X: a $n \times d$ matrix, where $d$ refers to the dimension of the copula.
• theta: the parameter of the copula.
• type: all copula-types produced by Archimedean generators, see phi for an overview of implemented families.

Details

If warnings are returned, see phi.

Returns

A vector containing the values of the copula.

See Also

pHAC

Examples

# the arguments are defined
X = matrix(runif(300), ncol = 3)

# the values are computed
cop = copMult(X, theta = 1.5, type = 1)