Description Usage Arguments Value Author(s) References See Also Examples
Laplace's transform. This function is associated with Gumbel Archimedean Copula
1 | psiGumbel(delta, s)
|
delta |
parameter, real (>=1) |
s |
real positive vector |
return the value for the transform in the vector s
Veronica A. Gonzalez-Lopez
Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
1 2 | #Gumbel'TL with delta=1.7 and s=c(1:6)
#psiGumbel(1.7,c(1:6))
|
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