fitlambdas: fitlambdas

In fgac: Generalized Archimedean Copula

Description

The function tests the compatibility for each model pCBBi, i=1,2,3,4,5,6,7, pCMax and pCMin in relation to a proposal caudal measures: lambdaLE, lambdaUE. Also, this function gives theta and delta in function of lambsaLE and lambadaUE.

Usage

fitlambdas(lambdaLE, lambdaUE)

Arguments

lambdaLE	real number in [0,1]
lambdaUE	real number in [0,1]

Details

NaN values can be used in lambdaLE and lambdaUE

Value

For i=1,2,3,4,5,7

BBi.model	is =TRUE BBi if the BBi model can be used and is = FALSE BBi in other case
BBi.theta	real value if BBi.model is =TRUE BBi and = NaN if BBi.model is = FALSE BBi
BBi.delta	real value if BBi.model is =TRUE BBi and = NaN if BBi.model is = FALSE BBi
BB6.model	is =TRUE BB6 if the BB6 model can be used and is =FALSE BB6 in other case
BB6.deltaxtheta	real value if BB6.model is =TRUE BB6 and =NaN if BB6.model is =FALSE BB6
CMin.model	is =TRUE CMin if the CMin model can be used and is =FALSE CMin in other case
CMax.model	is =TRUE CMax if the CMax model can be used and is =FALSE CMax in other case

Author(s)

Veronica Andrea 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

pCBB1, pCBB2,pCBB3,pCBB4,pCBB5,pCBB6,pCBB7

Examples

#fitlambdas(0.3,0.7)
#fitlambdas(0.9,NaN)
#fitlambdas(0.18,0)
#fitlambdas(0.18,0)
#fitlambdas(0,0)
#fitlambdas(0,NaN)
#fitlambdas(1,1) 

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