% -*- texinfo -*- % @deftypefn {Function File} {@var{p} =} copulapdf (@var{family}, @var{x}, @var{theta}) % Compute the probability density function of a copula family. % % @subheading Arguments % % @itemize @bullet % @item % @var{family} is the copula family name. Currently, @var{family} can % be @code{'Clayton'} for the Clayton family, @code{'Gumbel'} for the % Gumbel-Hougaard family, @code{'Frank'} for the Frank family, or % @code{'AMH'} for the Ali-Mikhail-Haq family. % % @item % @var{x} is the support where each row corresponds to an observation. % % @item % @var{theta} is the parameter of the copula. The elements of % @var{theta} must be greater than or equal to @code{-1} for the % Clayton family, greater than or equal to @code{1} for the % Gumbel-Hougaard family, arbitrary for the Frank family, and greater % than or equal to @code{-1} and lower than @code{1} for the % Ali-Mikhail-Haq family. Moreover, @var{theta} must be non-negative % for dimensions greater than @code{2}. @var{theta} must be a column % vector with the same number of rows as @var{x} or be scalar. % @end itemize % % @subheading Return values % % @itemize @bullet % @item % @var{p} is the probability density of the copula at each row of % @var{x} and corresponding parameter @var{theta}. % @end itemize % % @subheading Examples % % @example % @group % x = [0.2:0.2:0.6; 0.2:0.2:0.6]; % theta = [1; 2]; % p = copulapdf ('Clayton', x, theta) % @end group % % @group % p = copulapdf ('Gumbel', x, 2) % @end group % @end example % % @subheading References % % @enumerate % @item % Roger B. Nelsen. @cite{An Introduction to Copulas}. Springer, % New York, second edition, 2006. % @end enumerate % @end deftypefn