Library: | VaR |
See also: | VaRcopula copulalike clayton frank AMH FGM gumbel gumbelII |
Quantlet: | galambos | |
Description: | calculates the density function of a Galambos copula. |
Usage: | t = galambos(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=galambos(g1,0.2) t
Value of density function. Contents of t [ 1,] 1.2989 [ 2,] 1.2954 [ 3,] 1.2948 [ 4,] 1.2972 [ 5,] 1.2984 [ 6,] 1.2995 [ 7,] 1.3002 [ 8,] 1.3113 [ 9,] 1.306 [10,] 1.308