sliouv function

Joint survival function of Liouville vectors

sliouv returns the survival function of a Liouville vector. For the survival copula and the associated probability, see pliouv.

sliouv(theta, x, family, alphavec)

Arguments

• theta: parameter of the corresponding Archimedean copula
• x: an n by d matrix of observations, each on the positive real line
• family: family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
• alphavec: d-vector of Dirichlet allocations (must be a vector of integers)