R Graphical Manual

Last data update: 2014.03.03

R: Marginal distribution function for Liouville copula

pliouvm

R Documentation

Marginal distribution function for Liouville copula

Calls sliouvm to return cdf

pliouvm(x, family, alpha, theta)

`x`	sample from copula
`family`	family of the Liouville copula. Either `"clayton"`, `"gumbel"`, `"frank"`, `"AMH"` or `"joe"`
`alpha`	marginal allocation parameter (must be integer)
`theta`	parameter of the corresponding Archimedean copula

a vector of same length as x with the quantiles

x <- rliouv(n = 100, family = "gumbel", alphavec <- c(2,3), theta = 2)
pliouvm(x[,1], family="gumbel", alpha=alphavec[1], theta=2)