dcopula.gumbel {QRMlib} | R Documentation |
evaluates density of bivariate Gumbel copula
dcopula.gumbel(u, theta, logvalue=FALSE)
u |
matrix of dimension n times 2, where 2 is the dimension of the copula and n is the number of vector values at which to evaluate density |
theta |
parameter of Gumbel copula |
logvalue |
whether or not log density values should be returned (useful for ML) |
see page 192 of QRM for Gumbel copula
vector of density values of length n
fit.Archcopula2d
,
dcopula.clayton
,
dcopula.t
,
dcopula.gauss
## Not run: normal.metagumbel <- function(x,theta) { exp(dcopula.gumbel(apply(x,2,pnorm),theta,logvalue=TRUE) + apply(log(apply(x,2,dnorm)),1,sum)); } #use function to create perspective plot for bivariate density: BiDensPlot(normal.metagumbel,xpts=ll,ypts=ll,npts=80,theta=2); ## End(Not run)