dBED: Joint density function of the bivariate exponential...

In MDBED: Moran-Downton Bivariate Exponential Distribution

Description

Given the values of the parameters, this function provides the joint density value of the BED for a positive pair or pairs (x,y). The required inputs are the correlation coefficient, the scale parameters of the marginal distributions, and the pair/s (x,y).

Usage

dBED(rho,Betax,Betay,x,y)

Arguments

rho	Correlation coefficient between the marginal distributions of x and y.
Betax	Scale parameter of the marginal distribution of x.
Betay	Scale parameter of the marginal distribution of y.
x	A value or set of values (vector) of the marginal distribution of x. It must be the same size of y.
y	A value or set of values (vector) of the marginal distribution of y. It must be the same size of x.

Details

The values of the joint density function are computed based on Eq.18 described in \insertCiteNagao1971;textualMDBED.

Value

The value of the joint PDF of the pair/s (x,y).

Note

The equation of the PDF is based on the Bessel function. Therefore, for very extreme values this function may reaches infinity. It might generate NA values.

Author(s)

Luis F. Duque <[e-mail]> <[e-mail]>

References

\insertAllCited

Examples

dBED(rho=0.85,Betax=1,Betay=1,x=0.6,y=0.8)

MDBED documentation built on Feb. 22, 2020, 1:11 a.m.