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Hi,
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On Aug 17, 2009, at 11:36 AM, kfcnhl wrote:
I got some R code that I don't understand.
Question as comment in code
//where is t comming from, what is phi inverse
rAC <- function(name, n, d, theta){
#generic function for Archimedean copula simulation
illegalpar
I got some R code that I don't understand.
Question as comment in code
//where is t comming from, what is phi inverse
rAC <- function(name, n, d, theta){
#generic function for Archimedean copula simulation
illegalpar <- switch(name,
clayton = (theta < 0),
gumbel = (theta < 1),
frank = (theta < 0
kfcnhl wrote:
>
> I got some R code that I don't understand.
>
> Question as comment in code
> //where is t comming from, what is phi inverse
>
> rAC <- function(name, n, d, theta){
> .
> phi.inverse <- switch(name,
> clayton = function(t, theta)
> //where is t comming from, wh
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