| 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