Evaluates \(C(u, v)\) for the eight families in
.morie_copula_families. Mirrors morie.fn._copula.copula_cdf.
Usage
morie_copula_cdf(family, u, v, theta = NULL, nu = NULL)
Arguments
- family
one of "independence", "gaussian", "t", "clayton",
"gumbel", "frank", "joe", "plackett".
- u, v
numeric vectors in [0, 1].
- theta
copula parameter (rho for gaussian/t).
- nu
degrees of freedom, t copula only.
Value
numeric vector of CDF values.
References
Czado, C. (2019). Analyzing Dependent Data with Vine
Copulas. Springer. Ch. 3.
Examples
morie_copula_cdf("clayton", 0.5, 0.5, theta = 2)
#> [1] 0.3779645
