R: The Marshall-Olkin Copula

moCopula {copula} | R Documentation

## The Marshall-Olkin Copula

### Description

Computes Marshall-Olkin copulas in the bivariate case.

### Usage

    moCopula(param = NA_real_, dim = 2L)

### Arguments

`param` | `numeric` vector of length two specifying the copula parameters (in [0,1]).
`dim` | the dimension of the copula.

### Value

`moCopula()` is the constructor for objects of class `moCopula`.

### Note

Marshall-Olkin copulas are only implemented for `dim = 2L`.

### See Also

The `"moCopula"` class, its mathematical definition, etc.

### Examples

    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))

[Package copula version 1.0-1 Index]