pCMin: pCMin

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

Description

Cumulative copula Frechet's bound, pCMin

Usage

1
pCMin(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

pCMax

Examples

1
2
3
4
#x<-rnorm(50,0,1)
#y<-1-x+rnorm(50,0.05,0.1)
#plot(x,y)
#a<-pCMin(s=x,t=y)

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