pCBB5

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Description

Cumulative generalized archimedean Copula BB5

Usage

1
pCBB5(theta, delta, s, t)

Arguments

theta

real parameter(>=1)

delta

real and positive parameter

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

pcopula2, psiGumbel, KGalambos

Examples

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#s<-matrix(c(0.1,0.2,0.3,0.4,0.5),nrow=5)
#t<-matrix(c(0.15,0.28,0.31,0.49,0.51),nrow=5)
#a<-pCBB5(1.5,0.9,s,t)