Description Usage Arguments Details Value Author(s) References Examples
Density function, distribution function, quantile function, random generation.
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u, v |
vector of quantiles. |
p |
vector of probabilities. |
n |
number of observations. If |
alpha |
shape parameter. |
log, log.p |
logical; if TRUE, probabilities p are given as log(p). |
lower.tail |
logical; if TRUE (default), probabilities are P[X ≤ x], otherwise, P[X > x]. |
The FGM is defined by the following distribution function
C(u,v) = u*v*(1+α*(1-u)*(1-v))
for all u,v in [0,1] and α in [0,1].
When lower.tail=FALSE
, pFGM
returns the survival copula
P(U > u, V > v).
dFGM
gives the density,
pFGM
gives the distribution function,
qFGM
gives the quantile function, and
rFGM
generates random deviates.
The length of the result is determined by n
for
rFGM
, and is the maximum of the lengths of the
numerical parameters for the other functions.
The numerical parameters other than n
are recycled to the
length of the result. Only the first elements of the logical
parameters are used.
Christophe Dutang
Nelsen, R. (2006), An Introduction to Copula, Second Edition, Springer.
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