KGalambos: KGalambos
In fgac: Generalized Archimedean Copula
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
Galambos's cumulative. Stochastically increasing copula.
Usage
1
KGalambos(u, v, delta)
Arguments
u
real in [0,1]
v
real in [0,1]
delta
real and positive parameter
Value
Cumulative value for (u,v) obtained using Galambos's cumulative
Author(s)
Veronica A. Gonzalez-Lopez
References
Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. ‘Bi-variate Data Modeling Through Generalized Archimedean Copula’ RT-MAE 2003-03. Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
See Also
pCBB4, pCBB5, psiKS, psiGumbel
Examples
1
2
#u=0.6,v=0.7,delta=7
#KGalambos(0.6,0.5,7)
fgac documentation built on May 2, 2019, 6:07 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
Galambos's cumulative. Stochastically increasing copula.
Usage
1 | KGalambos(u, v, delta)
|
Arguments
u |
real in [0,1] |
v |
real in [0,1] |
delta |
real and positive parameter |
Value
Cumulative value for (u,v) obtained using Galambos's cumulative
Author(s)
Veronica A. Gonzalez-Lopez
References
Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. ‘Bi-variate Data Modeling Through Generalized Archimedean Copula’ RT-MAE 2003-03. Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
See Also
pCBB4, pCBB5, psiKS, psiGumbel
Examples
1 2 | #u=0.6,v=0.7,delta=7
#KGalambos(0.6,0.5,7)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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