| Library: | VaR |
| See also: | VaRcopula copulalike clayton frank FGM gumbel gumbelII galambos |
| Quantlet: | AMH | |
| Description: | calculates the density function of a Ali-Mikhail-Haq copula. |
| Usage: | t = AMH(uv,theta) | |
| Input: | ||
| uv | n x 2 vector, data | |
| theta | scalar, theta parameter | |
| Output: | ||
| t | n x 1 vector, density function | |
library("VaR")
g=read("multidata2.dat")
g1=g[1:10,1:2]
t=AMH(g1,0.05)
t
Value of density function. Contents of t [ 1,] 8.2042 [ 2,] 7.7148 [ 3,] 7.6477 [ 4,] 7.9694 [ 5,] 8.136 [ 6,] 8.2999 [ 7,] 8.3971 [ 8,] 10.319 [ 9,] 9.3361 [10,] 9.7068