returns the pdf of several copula functions evaluated at
u and v; the available copula functions are: Gumbel (the default),
Frank, (should implement Joe and Gaussian)
Usage
cop.pdf(u, v, type = "gumbel", delt, eps = .Machine$double.eps)
Arguments
- u
first copula argument (u and v can be vectors)
- v
second copula argument
- type
one of c("gumbel","frank")
- delt
the copula parameter
- eps
A small positive number to trim out zeros
Value
vector of copula pdf values