Description Usage Arguments Value Author(s) References See Also Examples
Cumulative generalized archimedean Copula BB6
1 |
theta |
real parameter (>=1) |
delta |
real parameter (>=1) |
s |
real vector |
t |
real vector |
returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters.
Veronica A. Gonzalez-Lopez
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)
1 2 | #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))
|
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