Bivariate Ali-Mikhail-Haq Copula

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)

Arguments

u1, u2

points at which to evaluate the copula.
dependencyParameter

correlation parameter.
...

other parameters.
numberSimulations

Number of simulations.
seed

Simulation seed, 42 by default.

Value

Function :

  • cBivariateAMH returns the value of the copula.

  • cdBivariateAMH returns the value of the density copula.

  • crBivariateAMH returns simulated values of the copula.

Details

The bivariate Ali-Mikhail-Haq copula has CDF :

Examples

cBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 0.3225806

cdBivariateAMH(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 0.9661607

crBivariateAMH(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