bivariateAMH.Rd
Computes CDF, PDF and simulations of of the bivariate Ali-Mikhail-Haq copula.
cBivariateAMH(u1, u2, dependencyParameter, ...) cdBivariateAMH(u1, u2, dependencyParameter, ...) crBivariateAMH(numberSimulations = 10000, seed = 42, dependencyParameter)
u1, u2 | points at which to evaluate the copula. |
---|---|
dependencyParameter | correlation parameter. |
... | other parameters. |
numberSimulations | Number of simulations. |
seed | Simulation seed, 42 by default. |
Function :
cBivariateAMH
returns the value of the copula.
cdBivariateAMH
returns the value of the density copula.
crBivariateAMH
returns simulated values of the copula.
The bivariate Ali-Mikhail-Haq copula has CDF :
cBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)#> [1] 0.3225806cdBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)#> [1] 0.9661607crBivariateAMH(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)#> [,1] [,2] #> [1,] 0.4845656 0.82873321 #> [2,] 0.6897939 0.84075384 #> [3,] 0.6662037 0.05295408 #> [4,] 0.4978987 0.88563080 #> [5,] 0.7782887 0.85826250 #> [6,] 0.8788808 0.61788601 #> [7,] 0.4575561 0.12163667 #> [8,] 0.9559980 0.96184041 #> [9,] 0.7228735 0.82069111 #> [10,] 0.6142959 0.71742474