Computes CDF, PDF and simulations of the bivariate Clayton copula.

cBivariateClayton(u1, u2, dependencyParameter, ...)

cdBivariateClayton(u1, u2, dependencyParameter, ...)

crBivariateClayton(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 :

Details

The bivariate Clayton copula has CDF :

Examples

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