psiGumbel: psiGumbel

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

Description

Laplace's transform. This function is associated with Gumbel Archimedean Copula

Usage

1
psiGumbel(delta, s)

Arguments

delta

parameter, real (>=1)

s

real positive vector

Value

return the value for the transform in the vector s

Author(s)

Veronica A. Gonzalez-Lopez

References

Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)

See Also

pCBB1, pCBB5, pCBB6

Examples

1
2
#Gumbel'TL with delta=1.7 and s=c(1:6)
#psiGumbel(1.7,c(1:6))

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