Description Usage Arguments Details Value Note Author(s) References See Also Examples
internal use only
1 |
x |
|
y |
|
mar1 |
|
mar2 |
|
dep |
|
... |
internal use only
internal use only
internal use only
P. Rakonczai
internal use only
internal use only
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (x, y, mar1 = c(0, 1, 0.1), mar2 = c(0, 1, 0.1), dep = 2,
...)
{
mu1 = expression((x^(-alpha) + y^(-alpha))^(1/alpha))
dmu1 = D(mu1, "x")
ddmu1 = D(dmu1, "y")
mu = function(x, y) eval({
x <- x
y <- y
mu1
})
dxdymu = function(x, y) eval({
x <- x
y <- y
ddmu1
})
param = as.numeric(c(mar1, mar2, dep))
mux = param[1]
muy = param[4]
sigx = param[2]
sigy = param[5]
gamx = param[3]
gamy = param[6]
alpha = param[7]
hxy = NULL
error = FALSE
if (sigx < 0 | sigy < 0 | alpha < 1)
error = TRUE
if (!error) {
hxy = NA
tx = (1 + gamx * (x - mux)/sigx)^(1/gamx)
ty = (1 + gamy * (y - muy)/sigy)^(1/gamy)
tx0 = (1 + gamx * (-mux)/sigx)^(1/gamx)
ty0 = (1 + gamy * (-muy)/sigy)^(1/gamy)
dtx = (1/sigx) * pmax((1 + gamx * (x - mux)/sigx), 0)^(1/gamx -
1)
dty = (1/sigy) * pmax((1 + gamy * (y - muy)/sigy), 0)^(1/gamy -
1)
c0 = -mu(tx0, ty0)
hxy = 1/c0 * dxdymu(tx, ty) * dtx * dty
hxy = as.numeric(hxy * (1 - ((x < 0) * (y < 0))))
}
else stop("invalid parameter(s)")
hxy
}
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