| 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