KGalambos

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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)