ArchimedeanGenerator {fCopulae} | R Documentation |
A collection and description of functions
concerned with the generator function for
the Archimedean copula and with functions
for setting and checking the distributional
parameters.
Functions:
evList | Returns list of implemented Archimedean copulae, |
archmParam | Sets default parameters for an Archimedean copula, |
archmRange | returns the range of valid rho values, |
archmCheck | checks if rho is in the valid range, |
| Computes generator Phi, inverse and derivatives, |
PhiSlider | displays interactively generator function, |
| computes copula density and its inverse, |
KfuncSlider | displays interactively density function. |
archmList() archmParam(type = archmList()) archmRange(type = archmList(), B = Inf) archmCheck(alpha, type = archmList()) Phi(x, alpha = NULL, type = archmList(), inv = FALSE, deriv = paste(0:2)) PhiSlider(B = 5) Kfunc(x, alpha = NULL, type = archmList(), inv = FALSE, lower = 1.0e-8) KfuncSlider(B = 5)
alpha |
[Phi*][*archmCopula] - the parameter of the Archemedean copula. A numerical value. |
B |
[archmRange] - the maximum slider menu value when the boundary value is infinite. By default this is set to B=Inf .[*Slider] - the maximum slider menu value when the boundary value is infinite. By default this is set to B=5 .
|
deriv |
[Phi] - an integer value. Should the function itself, deriv="0" ,
or the first deriv="1" , or second deriv="2" derivative
be evaluated?
|
inv |
[Phi][Kfunc] - a logical flag. Should the inverse function be computed? |
lower |
[Kfunc] - a numeric value setting the lower bound for the internal root finding function uniroot .
|
type |
[*archmCopula][Phi][Kfunc] - the type of the Archimedean copula. A character string ranging beween "1" and "22" . By default copula No. 1 will
be chosen.
|
x |
[Kfunc] - a numeric value or vector ranging between zero and one. [Phi] - a numeric value or vector. |
The function Phi
returns a numeric vector with the values
computed from the Archemedean generator, its derivatives, or its
inverse.
The function Kfunc
returns a numeric vector with the
values of the density and inverse for Archimedian copulae.
Diethelm Wuertz for the Rmetrics R-port.
RB Nelson - An Introduction to Copulas
## archmList - # Return list of implemented copulae: archmList()