Description Usage Arguments Details Value Author(s) References Examples
v
for Farlie-Gumbel-Morgenstern copula C(u, v)
given probability C(u, v)
and u
.
1 |
C |
Probability value of the Farlie-Gumbel-Morgenstern copula. It can be a vector. |
u |
The first variable value of the |
tht |
Copula parameter |
The value of the u
must be grater than C
.
The value of the second variable depending on the first variable and copula probability value.
Josef Brejcha
A.K. SUZUKI, F. LOUZADA and V.G. CANCHO, On estimation and influence diagnostics for a Bivariate Promotion Lifetime Model Based on the FGM Copula: A Fully Bayesian Computation, Tend<cb><86>encias em Matem<c2><b4> atica Aplicada e Computacional, 14, N. 3 (2013), 441-461, http://www.scielo.br/pdf/tema/v14n3/a14v14n3.pdf
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vffgm(C, u, tht)
kfgm <- fgmCopula(tht)
pCopula(c(u, v), kfgm)
#
Cf <- c(0.3, 0.4)
mx <- matrix(c(seq(0.35, 0.45, 0.05), seq(0.5, 0.6, 0.05)),
nrow = 2, ncol = 3, byrow = TRUE)
rownames(mx) <- Cf
vffgm(C = Cf, u = mx , tht=0.5)
# [,1] [,2] [,3]
# 0.3 0.8064052 0.6853009 0.6007056
# 0.4 0.7535751 0.6781648 0.6195239
|
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