clayton.rng.archimedean

Let \(\phi\) be a generator which is a strictly decreasing, convex function from \([0,1]\) to \([0,\infty]\) such that \(\phi(1)=0\) and \(\phi(1)=\infty\). We denote by \(\phi^{-1}\) the generalized inverse of \(\phi\). Let denote by

\[C(u_1,\dots,u_d) = \phi^{-1} ( \phi(u_1),\dots, \phi(u_d)).\]

If this relation holds and \(C\) is a copula function, then \(C\) is called and Archimedean copula.

• Archimedean copula (Archimedean) from clayton.rng.base

  • Ali Mikhail Haq copula (Amh)

  • Clayton model (Clayton)

  • Frank copula(Frank)

  • Joe (Joe)

  • Nelsen10 (Nelsen10)

  • Nelsen11 (Nelsen11)

  • Nelsen12 (Nelsen12)

  • Nelsen13 (Nelsen13)

  • Nelsen14 (Nelsen14)

  • Nelsen15 (Nelsen15)

  • Nelsen22 (Nelsen22)

  • Nelsen9 (Nelsen9)

Classes

Amh([theta, n_sample, dim])	Class for Amh copula model.
Clayton([theta, n_sample, dim])	Class for Clayton copula.
Frank([theta, n_sample, dim])	Class for Frank copula model.
Joe([theta, n_sample, dim])	Class for Joe copula model.
Nelsen10([theta, n_sample, dim])	Class for Nelsen10 copula model.
Nelsen11([theta, n_sample, dim])	Class for Nelsen11 copula model.
Nelsen12([theta, n_sample, dim])	Class for Nelsen12 copula model.
Nelsen13([theta, n_sample, dim])	Class for Nelsen13 copula model.
Nelsen14([theta, n_sample, dim])	Class for Nelsen14 copula model
Nelsen15([theta, n_sample, dim])	Class for Nelsen15 copula model.
Nelsen22([theta, n_sample, dim])	Class for Nelsen22 copula model.
Nelsen9([theta, n_sample, dim])	Class for Nelsen9 copula model.