pcopula2: pcopula2

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

Description

Generator of generalized archimedean copula. Different cumulative copulas can be obtained using pcopula2, for example pCBBi, i=4,5.

Usage

1
pcopula2(theta, delta, psi, v1, ivpsi, v2, s, t)

Arguments

theta

parameter, real and positive value

delta

parameter, real and positive value

psi

Laplace transformation

v1

real number

ivpsi

psi's inverse

v2

real number

s

real vector

t

real vector

Value

return 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

pCBB4, pCBB5

Examples

1
2
#pcopula2(2.5,3,psiGumbel,1,ivpsiGumbel,1,
#matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5),matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5))

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