dcopula.clayton {QRMlib}R Documentation

Bivariate Clayton Copula Density

Description

evaluates density of bivariate Clayton copula

Usage

dcopula.clayton(u, theta, logvalue=FALSE)

Arguments

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 Clayton copula
logvalue whether or not log density values should be returned (useful for ML)

Details

see page 192 of QRM for Clayton copula

Value

vector of density values of length n

See Also

fit.Archcopula2d, dcopula.gauss, dcopula.t, dcopula.gumbel


[Package QRMlib version 1.4.4 Index]