sliouv_m function

Multiple marginal survival function for Liouville vectors

This function is a wrapper around sliouv; it allows the user to treat all the data matrix simultaneously by applying different parameters to each margin.

sliouv_m(x, family, alphavec, theta)

Arguments

• x: sample from copula
• family: family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
• alphavec: vector of Dirichlet allocations (must be a vector of integers)
• theta: parameter of the corresponding Archimedean copula

Returns

a matrix of same length as x with the survival probabilities

Examples

x <- rliouv(n = 100, family = "gumbel", alphavec <- c(2,3), theta = 2)
sliouv_m(x, family="gumbel", alphavec=c(2,3), theta=2)
all(sliouv_m(x, family="gumbel", alphavec=c(2,3), theta=2)[,1]-
  sliouvm(x[,1], family="gumbel", alpha=2, theta=2)==0)