phiBB3: phiBB3

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

pCBB3, psiKS

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 29, 2017, 7:12 p.m.