Last data update: 2014.03.03

 R: Bivariate spectral density of the CDA of survival copula and...
hbvevdliouvR Documentation

Bivariate spectral density of the CDA of survival copula and copula of Liouville vectors

Description

Computes the Liouville EV model or the scaled Dirichlet EV model spectral density

Usage

hbvevdliouv(w, alpha, rho, CDA = c("C", "S"), useR = F)

Arguments

w

vector of points at which to evaluate. Must be in the unit interval

alpha

vector of Dirichlet allocations (must be a vector of integers if CDA="C"), otherwise strictly positive.

rho

parameter of limiting model corresponding to index of regular variation, between (0,1)

CDA

copula domain of attraction of either Liouville copula, C, or its survival copula S

useR

whether to use the R code for the spectral density of C. Default to F. Implemented for compatibility reason.

Value

a vector of the same length as w.

Examples

hbvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="C")
hbvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(0.1,2), rho=0.2, CDA="S")
hbvevdliouv(seq(0.01,0.99,by=0.01), alpha=c(1,2), rho=0.2, CDA="S", useR=TRUE)

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO