BivariateCopulas.D²φ
— MethodD²φ(x::Real, c::Clayton)
Second derivative of the Clayton copula generator.
BivariateCopulas.D²φ
— MethodD²φ(x::Real, c::Frank)
Second derivative of the Frank copula generator.
BivariateCopulas.D¹φ
— MethodD¹φ(x::Real, c::Clayton)
First derivative of the Clayton copula generator.
BivariateCopulas.D¹φ
— MethodD¹φ(x::Real, c::Frank)
First derivative of the Frank copula generator.
BivariateCopulas.D¹φ⁻¹
— MethodD¹φ⁻¹(x::Real, c::Clayton)
First derivative of the Clayton copula inverse generator.
BivariateCopulas.D¹φ⁻¹
— MethodD¹φ⁻¹(x::Real, c::Frank)
First derivative of the Frank copula inverse generator.
BivariateCopulas.φ
— Methodφ(x::Real, c::Clayton)
Generator of the Clayton copula.
BivariateCopulas.φ
— Methodφ(x::Real, c::Frank)
Generator of the Frank copula.
BivariateCopulas.φ⁻¹
— Methodφ⁻¹(x::Real, c::Clayton)
Inverse generator of the Clayton copula.
BivariateCopulas.φ⁻¹
— Methodφ⁻¹(x::Real, c::Frank)
Inverse generator of the Frank copula.