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\name{ExtremeValueGenerator}
\alias{ExtremeValueGenerator}
\alias{evList}
\alias{evParam}
\alias{evRange}
\alias{evCheck}
\alias{Afunc}
\alias{AfuncSlider}
\title{Bivariate Extreme Value Copulae}
\description{
A collection and description of functions
concerned with the generator function for
the extreme value copula and with functions
for setting and checking the distributional
parameters.
\cr
Functions:
\tabular{ll}{
\code{evList} \tab Returns list of implemented extreme value copulae, \cr
\code{evParam} \tab sets default parameters for an extreme value copula, \cr
\code{evRange} \tab returns the range of valid rho values, \cr
\code{evCheck} \tab checks if rho is in the valid range, \cr
\code{Afunc} \tab computes dependence function, \cr
\code{AfuncSlider} \tab displays interactively dependence function. }
}
\usage{
evList()
evParam(type = evList())
evRange(type = evList())
evCheck(param, type = evList())
Afunc(x, param = NULL, type = evList())
AfuncSlider()
}
\arguments{
\item{param}{
distribution and copulae parameters. A numeric value or vector
of named parameters as required by the copula specified by the
variable \code{type}. If set to \code{NULL}, then the default
parameters will be taken.
}
\item{type}{
the type of the extreme value copula. A character string selected
from: "gumbel", "galambos", "husler.reiss", "tawn", or "bb5".
}
\item{x}{
a numeric value or vector ranging between zero and one.
}
}
\value{
The function \code{pcopula} returns a numeric matrix of probabilities
computed at grid positions \code{x}|\code{y}.
\cr
The function \code{parchmCopula} returns a numeric matrix with values
computed for the Archemedean copula.
\cr
The function \code{darchmCopula} returns a numeric matrix with values
computed for thedensity of the Archemedean copula.
\cr
The functions \code{Phi*} return a numeric vector with the values
computed from the Archemedean generator, its derivatives, or its
inverse.
\cr
The functions \code{cK} and \code{cKInv} return a numeric vector with the
values of the density and inverse for Archimedian copulae.
}
\author{
Diethelm Wuertz for the Rmetrics \R-port.
}
\examples{
## fCOPULA -
getClass("fCOPULA")
getSlots("fCOPULA")
## revCopula -
# Not yet implemented
# revCopula(n = 10, type = "galambos")
## pevCopula -
pevCopula(u = grid2d(), type = "galambos", output = "list")
## devCopula -
devCopula(u = grid2d(), type = "galambos", output = "list")
## AfuncSlider -
# Generator, try:
if (require(tcltk)) {
AfuncSlider()
}
}
\keyword{models}
|
