pCMax: pCMax

Description Usage Arguments Value Author(s) References See Also Examples

Description

Cumulative copula Frechet's bound, pCMax

Usage

1
pCMax(theta, delta, s, t)

Arguments

theta

is missing

delta

is missing

s

real vector

t

real vector

Value

returns the values from bidimensional cumulative for (s,t) sample.

Author(s)

Veronica A. Gonzalez-Lopez

References

Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)

See Also

pCMin

Examples

1
#a<-pCMax(s=matrix(c(0.9,0.2,0.4,0.5),nrow=4),t=matrix(c(0.2,0.33,0.5,0.2),nrow=4))

fgac documentation built on May 29, 2017, 7:12 p.m.