pcopula2: pcopula2

In fgac: Generalized Archimedean Copula

Description

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

Usage

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

#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 2, 2019, 6:07 a.m.