pcopula1: pcopula1

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

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

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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

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#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 29, 2017, 7:12 p.m.