copulapdf
Copula family probability density functions (PDF).
'Clayton' for the Clayton family, 'Gumbel' for the
Gumbel-Hougaard family, 'Frank' for the Frank family, or
'AMH' for the Ali-Mikhail-Haq family.
-1 for the
Clayton family, greater than or equal to 1 for the
Gumbel-Hougaard family, arbitrary for the Frank family, and greater
than or equal to -1 and lower than 1 for the
Ali-Mikhail-Haq family. Moreover, theta must be non-negative
for dimensions greater than 2. theta must be a column
vector with the same number of rows as x or be scalar.
x = [0.2:0.2:0.6; 0.2:0.2:0.6];
theta = [1; 2];
y = copulapdf ("Clayton", x, theta)
y = copulapdf ("Gumbel", x, 2)
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See also: copulacdf, copularnd
Source Code: copulapdf