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\name{ArchimedeanModelling}
\alias{ArchimedeanModelling}
\alias{archmCopulaSim}
\alias{archmCopulaFit}
\title{Bivariate Archimedean Copulae}
\description{
A collection and description of functions to
investigate bivariate Archimedean copulae.
\cr
Archimedean Copulae Functions:
\tabular{ll}{
\code{archmCopulaSim} \tab simulates an Archimedean copula, \cr
\code{archmCopulaFit} \tab fits the parameters of an Archimedean copula. }
}
\usage{
archmCopulaSim(n, alpha = NULL, type = archmList())
archmCopulaFit(u, v = NULL, type = archmList(), \dots)
}
\arguments{
\item{alpha}{
[Phi*][*archmCopula] - \cr
the parameter of the Archemedean copula. A numerical value.
}
\item{n}{
[rarchmCopula] - \cr
the number of random deviates to be generated, an integer value.
}
\item{type}{
the type of the Archimedean copula. A character string ranging
beween \code{"1"} and \code{"22"}. By default copula No. 1 will
be chosen.
}
\item{u, v}{
[*archmCopula] - \cr
two numeric values or vectors of the same length at which
the copula will be computed. If \code{u} is a list then the
the \code{\$x} and \code{\$y} elements will be used as \code{u}
and \code{v}. If \code{u} is a two column matrix then the
first column will be used as \code{u} and the the second
as \code{v}.
}
\item{\dots}{
[archmCopulaFit] - \cr
arguments passed to the optimization function in use, \code{nlminb}.
}
}
\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")
% ## pcopula -
% # The default Normal Copula:
% # contour(pcopula())
% }
\keyword{models}
|
