pCBB1: pCBB1

In fgac: Generalized Archimedean Copula

Description

Cumulative generalized archimedean Copula BB1

Usage

pCBB1(theta, delta, s, t)

Arguments

theta	real and positive parameter
delta	real parameter (>=1)
s	real vector
t	real vector

Value

returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters.

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

pcopula1, phiBB1, psiGumbel

Examples

#a<-pCBB1(2,3,matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5),matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5))

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