pCMax: pCMax
In fgac: Generalized Archimedean Copula
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
Cumulative copula Frechet's bound, pCMax
Usage
1
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
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 2, 2019, 6:07 a.m.
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Description Usage Arguments Value Author(s) References See Also Examples
Description
Cumulative copula Frechet's bound, pCMax
Usage
1 |
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
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))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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