generator {copula} | R Documentation |
Methods to evaluate the generator function, the inverse generator function, and derivatives of the generator function.
genFun(copula, u) genInv(copula, s) genFunDer1(copula, u) genFunDer2(copula, u) Afun(copula, w) AfunDer(copula, w)
copula |
an object of class "copula" . |
u, s, w |
numerical vector at which these functions are to be evaluated. |
"genFun"
and "genInv"
are, respectively, the generator
function and its inverse function for an Archimedean copula.
"genFunDer1"
and "genFunDer2"
are, respectively, the 1st
and 2nd derivatives of the generator function for an Archimedean copula.
"Afun"
is the generator function of an extreme value copula.
"AfunDer"
returns a data.frame containing the 1st and 2nd
derivative of "Afun"
.