BMGL: Bivarite MGL and survival MGL copula

In lizhengxiao/rMGLReg: MGL copula regressions

Description

Density, distribution function, and random generation for the bivariate MGL/survival MGL copula with copula parameter δ.

Usage

dcMGL.bivar(u1, u2, pars)

pcMGL.bivar(u1, u2, pars)

rcMGL.bivar(n, pars)

dcMGL180.bivar(u1, u2, pars)

pcMGL180.bivar(u1, u2, pars)

rcMGL180.bivar(n, pars)

Arguments

u1, u2	numeric vectors of equal length with values in [0,1].
pars	copula parameter, denoted by δ >0.
n	number of observations. If length(n) > 1, the length is taken to be the number required.

Value

• dcMGL.bivar, pcMGL.bivar and rcMGL.bivar gives values of density, distribution function, and random generation for the two dimensional MGL copula with copula parameter δ>0.

• dcMGL180.bivar, pcMGL180.bivar and rcMGL180.bivar gives values of density, distribution function, and random generation for the two dimensional survival MGL copula with copula parameter δ>0.

Examples

# density function
dcMGL.bivar(u1 = 0.001, u2 = 0.999, pars = 1)
# distribution function
pcMGL.bivar(u1 = c(0.6, 0.1, 0.7), u2 = c(0.3, 0.6, 0.9), pars = 5)
# random generation
rcMGL.bivar(n = 200, pars = 0.8)
dcMGL180.bivar(u1 = 0.001, u2 = 0.999, pars = 1)
pcMGL180.bivar(u1 = c(0.6, 0.1, 0.7), u2 = c(0.3, 0.6, 0.9), pars = 5)
rcMGL180.bivar(n = 200, pars = 0.8)

lizhengxiao/rMGLReg documentation built on Jan. 2, 2022, 8:52 a.m.