rectmult: multivariate rectangle probabilities for copula models
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description Usage Arguments Value See Also Examples

multivariate rectangle probabilities for copula models with discrete responses

rectmult(u1vec,u2vec,cpar,pmcop)
rectmfrk(u1vec,u2vec,cpar)  # multivariate exchangeable Frank
rectmgum(u1vec,u2vec,cpar)  # multivariate exchangeable Gumbel
rectmgal(u1vec,u2vec,cpar)  # multivariate exchangeable Galambos
rectemvn(u1vec,u2vec,cpar)  # multivariate exchangeable normal

`u1vec`	vector of dimension d, lower corner of rectangle
`u2vec`	vector of dimension d, upper corner of rectangle
`cpar`	parameter of the d-variate copula
`pmcop`	function for the cdf of the d-variate copula

rectangle probability

copmultiv

rectmgum(c(.1,.2,.1),c(.8,.9,.7),2)
rectmgum(c(.1,.2,.1),c(.8,.9,.7),4)
rectmult(c(.1,.2,.1),c(.8,.9,.7),4,pmcop=pmgum)
rectmfrk(c(.1,.2,.1),c(.8,.9,.7),2)
rectmfrk(c(.1,.2,.1),c(.8,.9,.7),4)
rectmgal(c(.1,.2,.1),c(.8,.9,.7),3)
rectemvn(c(.1,.2,.1),c(.8,.9,.7),0.6)