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.
u — Values at which to evaluate cdf matrix of scalar values in the range [0,1]
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
rho — Linear correlation parameters scalar values | matrix of scalar values
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
nu — Degrees of freedom positive integer value
Degrees of freedom for the t copula, specified
as a positive integer value.
Data Types: single | double
family — Bivariate Archimedean copula family 'Clayton' | 'Frank' | 'Gumbel'
Bivariate Archimedean copula family, specified as one of the
following.
'Clayton'
Clayton copula
'Frank'
Frank copula
'Gumbel'
Gumbel copula
alpha — Bivariate Archimedean copula parameter scalar value
Bivariate Archimedean copula parameter, specified as a scalar
value. Permitted values for alpha depend on the
specified copula family.