Computes CDF, PDF and simulations of the bivariate Frank copula.
cBivariateFrank(u1, u2, dependencyParameter, ...)
cdBivariateFrank(u1, u2, dependencyParameter, ...)
crBivariateFrank(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 :
cBivariateFrank returns the value of the copula.
cdBivariateFrank returns the value of the density function associated to the copula.
crBivariateFrank returns simulated values of the copula.
The bivariate Frank copula has CDF :
cBivariateFrank(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 0.312676
cdBivariateFrank(u1 = .76, u2 = 0.4, dependencyParameter = 0.4)
#> [1] 0.9796921
crBivariateFrank(numberSimulations = 10, seed = 42, dependencyParameter = 0.2)
#> [,1] [,2]
#> [1,] 0.07781765 0.51733787
#> [2,] 0.23268617 0.50502013
#> [3,] 0.69286870 0.05956293
#> [4,] 0.15608423 0.72494306
#> [5,] 0.33572568 0.51276550
#> [6,] 0.45604514 0.05466536
#> [7,] 0.24463017 0.01977344
#> [8,] 0.85310143 0.87160266
#> [9,] 0.32096890 0.50002377
#> [10,] 0.27472442 0.41526784