phiBB3: phiBB3
In fgac: Generalized Archimedean Copula
Description
Usage
Arguments
Value
Author(s)
References
See Also
Examples
Description
Laplace's transform. This function is associated with BB3 Copula
Usage
1
phiBB3(theta, delta, s)
Arguments
theta
positive, real parameter
delta
real parameter (>=1)
s
real vector
Value
return the value for the transform in the vector s
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. Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
See Also
Examples
1
2
#theta=0.2,delta=4, s=c(0.2,0.3,0.4)
#phiBB3(0.2,4,c(0.2,0.3,0.4))
fgac documentation built on May 2, 2019, 6:07 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value Author(s) References See Also Examples
Description
Laplace's transform. This function is associated with BB3 Copula
Usage
1 | phiBB3(theta, delta, s)
|
Arguments
theta |
positive, real parameter |
delta |
real parameter (>=1) |
s |
real vector |
Value
return the value for the transform in the vector s
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. Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
See Also
Examples
1 2 | #theta=0.2,delta=4, s=c(0.2,0.3,0.4)
#phiBB3(0.2,4,c(0.2,0.3,0.4))
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.