pCBB6

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Description

Cumulative generalized archimedean Copula BB6

Usage

1
pCBB6(theta, delta, s, t)

Arguments

theta

real parameter (>=1)

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, phiBB6, psiGumbel

Examples

1
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#a<-pCBB6(3,1.7,matrix(c(0.11,0.22,0.34,0.21,0.35),nrow=5),
#matrix(c(0.55,0.77,0.65,0.79,0.76),nrow=5))