Computes CDF, PDF and simulations of the bivariate Clayton copula.
cBivariateClayton(u1, u2, dependencyParameter, ...)
cdBivariateClayton(u1, u2, dependencyParameter, ...)
crBivariateClayton(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 function associated to the copula.
The bivariate Clayton copula has CDF :
cBivariateClayton(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 0.3296668
cdBivariateClayton(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 1.006098
crBivariateClayton(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)
#> [,1] [,2]
#> [1,] 0.14701481 0.14701481
#> [2,] 0.29416640 0.29416640
#> [3,] 0.58099108 0.58099108
#> [4,] 0.19221089 0.19221089
#> [5,] 0.45796113 0.45796113
#> [6,] 0.63193910 0.63193910
#> [7,] 0.23954954 0.23954954
#> [8,] 0.87807505 0.87807505
#> [9,] 0.41591742 0.41591742
#> [10,] 0.31545597 0.31545597
#> [11,] 0.57732827 0.57732827
#> [12,] 0.54930519 0.54930519
#> [13,] 0.03748024 0.03748024
#> [14,] 0.73007880 0.73007880
#> [15,] 0.61480878 0.61480878
#> [16,] 0.20759175 0.20759175
#> [17,] 0.03555246 0.03555246
#> [18,] 0.89355365 0.89355365
#> [19,] 0.57898211 0.57898211
#> [20,] 0.44711278 0.44711278