Evaluate the analytical value of \(\lambda(\omega)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas

Evaluate the analytical value of \(\lambda(\omega)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas

Usage

lambda_analytical(theta, omega, dep = NULL)

Arguments

theta

Strength of dependence, between (0,1)

omega

scalar between (0,1)

dep

Copula; g for Gaussian, l for logistic, il for inverted logistic, al for asymmetric logistic

Value

scalar value of \(\lambda(\omega)\)