ArchimedeanModelling        package:fCopulae        R Documentation

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_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions to  investigate
     bivariate Archimedean copulae.  

     Archimedean Copulae Functions:

       'archmCopulaSim'  simulates an Archimedean copula,
       'archmCopulaFit'  fits the parameters of an Archimedean copula.

_U_s_a_g_e:

     archmCopulaSim(n, alpha = NULL, type = archmList())
     archmCopulaFit(u, v = NULL, type = archmList(), ...)

_A_r_g_u_m_e_n_t_s:

   alpha: [Phi*][*archmCopula] - 
           the parameter of the Archemedean copula. A numerical value. 

       n: [rarchmCopula] - 
                    the number of random deviates to be generated, an
          integer value. 

    type: the type of the Archimedean copula. A character string
          ranging  beween '"1"' and '"22"'. By default copula No. 1
          will  be chosen. 

    u, v: [*archmCopula] - 
           two numeric values or vectors of the same length at which
          the copula will be computed. If 'u' is a list then the the
          '\$x' and '\$y' elements will be used as 'u'  and 'v'. If 'u'
          is a two column matrix then the  first column will be used as
          'u' and the the second  as 'v'. 

     ...: [archmCopulaFit] - 
           arguments passed to the optimization function in use,
          'nlminb'. 

_V_a_l_u_e:

     The function 'pcopula' returns a numeric matrix of probabilities 
     computed at grid positions 'x'|'y'. 

     The function 'parchmCopula' returns a numeric matrix with values
     computed for the Archemedean copula. 

     The function 'darchmCopula' returns a numeric matrix with values
     computed for thedensity of the Archemedean copula. 

     The functions 'Phi*' return a numeric vector with the values
     computed from the Archemedean generator, its derivatives, or its
     inverse. 

     The functions 'cK' and {cKInv} return a numeric vector with the 
     values of the density and inverse for Archimedian copulae.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## fCOPULA -
        # getClass("fCOPULA")
        
     ## pcopula -
        # The default Normal Copula:
        # contour(pcopula())

