NewBEVLogisticCopula function

Creates a bivariate logistic model extreme value copula

Creates an instance of the bivariate logistic model extreme value copula with parameter $r$.

NewBEVLogisticCopula(r)

Arguments

• r: real.

Returns

A function that evaluates the bivariate logistic model EV copula (with parameter $r$) at a given $2$-dimensional vector in the unit square. The environment of the function also contains a function called pdfCopula that evaluates the probability density function of the bivariate asymmetric mixed model EV copula via automatic differentation.

Details

The dependence function for this bivariate EV copula is

Necessary and sufficient conditions for the dependence function to be valid are

• $r \ge 1$

See Also

NewBEVAsyLogisticCopula, NewMEVGumbelCopula

Author(s)

Berwin A. Turlach berwin.turlach@gmail.com