pcopula1: pcopula1

In fgac: Generalized Archimedean Copula

Description

Generator of generalized archimedean copula. Different kind of cumulative copulas can be obtained using pcopula1, for example pCBBi, i=1,2,3,6,7.

Usage

pcopula1(theta, delta, psi, phi, ivpsi, ivphi, s, t)

Arguments

theta	parameter, real and positive value
delta	parameter, real and positive value
psi	Laplace transformation
phi	Laplace transformation
ivpsi	psi's inverse
ivphi	phi's inverse
s	real vector
t	real vector

Value

returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters and Laplace transformation.

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

See Also

pCBB1, pCBB2, pCBB3, pCBB6,pCBB7

Examples

#pcopula1(2,3,psiGumbel,phiBB6,ivpsiGumbel,ivphiBB6,matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5),
#matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5))
		

fgac documentation built on May 2, 2019, 6:07 a.m.