ExtremeValueGenerator        package:fCopulae        R Documentation

_B_i_v_a_r_i_a_t_e _E_x_t_r_e_m_e _V_a_l_u_e _C_o_p_u_l_a_e

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

     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. 

     Functions:

       'evList'       Returns list of implemented extreme value copulae,
       'evParam'      sets default parameters for an extreme value copula,
       'evRange'      returns the range of valid rho values,
       'evCheck'      checks if rho is in the valid range,
       'Afunc'        computes dependence function,
       'AfuncSlider'  displays interactively dependence function.

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

     evList()
     evParam(type = evList())
     evRange(type = evList())
     evCheck(param, type = evList())

     Afunc(x, param = NULL, type = evList())
     AfuncSlider()

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

   param: distribution and copulae parameters. A numeric value or
          vector  of named parameters as required by the copula
          specified by the  variable 'type'. If set to 'NULL', then the
          default  parameters will be taken. 

    type: the type of the extreme value copula. A character string
          selected  from: "gumbel", "galambos", "husler.reiss", "tawn",
          or "bb5". 

       x: a numeric value or vector ranging between zero and one. 

_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")
        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:
        # AfuncSlider() 

