y = copulacdf('Gaussian',u,rho) returns
the cumulative probability of the Gaussian copula, with linear correlation
parameters rho evaluated at the points in u.
y = copulacdf('t',u,rho,nu)
returns the cumulative probability of the t copula,
with linear correlation parameters, rho, and
degrees of freedom parameter nu evaluated at
the points in u.
y = copulacdf(family,u,alpha) returns
the cumulative probability of the bivariate Archimedean copula of
the type specified by family, with scalar parameter alpha evaluated
at the points in u.
Values at which to evaluate the cdf, specified as a matrix of
scalar values in the range [0,1]. If u is an n-by-p matrix,
then its values represent n points in the p-dimensional
unit hypercube. If u is an n-by-2
matrix, then its values represent n points in the
unit square.
If you specify a bivariate Archimedean copula type ('Clayton', 'Frank',
or 'Gumbel'), then u must
be an n-by-2 matrix.
Data Types: single | double
Linear correlation parameters for the copula, specified as a
scalar value or matrix of scalar values.
If u is an n-by-p matrix,
then rho is a p-by-p correlation
matrix.
If u is an n-by-2
matrix, then rho can be a scalar correlation
coefficient.
Data Types: single | double
Degrees of freedom for the t copula, specified
as a positive integer value.
Data Types: single | double
Bivariate Archimedean copula family, specified as one of the
following.
'Clayton'
Clayton copula
'Frank'
Frank copula
'Gumbel'
Gumbel copula
Bivariate Archimedean copula parameter, specified as a scalar
value. Permitted values for alpha depend on the
specified copula family.
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