Library: | VaR |
See also: | VaRcopula copulalike clayton AMH FGM gumbel gumbelII galambos |
Quantlet: | frank | |
Description: | calculates the density function of a Frank copula. |
Usage: | t = frank(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=frank(g1,0.05) t
Value of density function. Contents of t [ 1,] 4.3518 [ 2,] 4.1292 [ 3,] 4.0984 [ 4,] 4.2438 [ 5,] 4.3198 [ 6,] 4.3938 [ 7,] 4.4377 [ 8,] 5.3235 [ 9,] 4.8686 [10,] 5.039