The Marshall-Olkin Copula
Computes Marshall-Olkin copulas in the bivariate case.
moCopula(param = NA_real_, dim = 2L)
param |
|
dim |
the dimension of the copula. |
moCopula() is the constructor for objects of class
moCopula.
Marshall-Olkin copulas are only implemented for dim = 2L.
The "moCopula" class, its mathematical
definition, etc.
alpha <- c(0.2, 0.7)
MO <- moCopula(alpha)
tau(MO) # 0.18
lambda(MO)
stopifnot(all.equal(lambda(MO),
c(lower = 0, upper = 0.2)))
wireframe2 (MO, FUN = pCopula) # if you look carefully, you can see the kink
contourplot2(MO, FUN = pCopula)
set.seed(271)
plot(rCopula(1000, MO))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.