SOB2: SOB2

In fgac: Generalized Archimedean Copula

Description

Bidimensional empirical survival function

Usage

SOB2(u, v, x, y)

Arguments

u	real vector
v	real vector
x	real vector
y	real vector

Details

SOB2(u,v,x,y)=\frac{1}{n}∑_{i=1}^nI_{(u_i>x)}I_{(v_i>y)}), \,\,\,\,\,u=(u_1,\cdots,u_n),\,v=(v_1,\cdots,v_n)

Value

Bidimensional empirical survival function for vector (u,v), evaluated in (x,y)

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

FE1vector, FE2

Examples

#u<-matrix(c(1,3,5,1,6),nrow=5)
#SOB2(u,u,6.5,3)
#u<-matrix(c(1:15),nrow=15)
#v<-matrix(c(16:30),nrow=15)
#SOB2(u,v,10,24)

fgac documentation built on May 2, 2019, 6:07 a.m.