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)points at which to evaluate the copula.
correlation parameter.
other parameters.
Number of simulations.
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] 0.3225806
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