bb1rpow: Three-parameter bivariate copula families

In vincenzocoia/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description

Three-parameter bivariate copula families with a power parameter

Usage

pbb1rpow(u,v,cpar)
dbb1rpow(u,v,cpar)
pcondbb1rpow(v,u,cpar)
qcondbb1rpow(p,u,cpar,pvec=c(0.01,seq(.02,.98,.02),.99),icheck=F)
pbb7pow(u,v,cpar)
dbb7pow(u,v,cpar)
pcondbb7pow(v,u,cpar)

Arguments

u	value in interval 0,1; could be a vector
v	value in interval 0,1; could be a vector
p	quantile in interval 0,1; could be a vector
cpar	3-parameter vector: (theta,delta) or reflected BB1 or BB7 copula with a third parameter eta>0 for the power
pvec	for qcondbb1rpow(), a vector of quantiles to use with monotone interpolation
icheck	flag to output a check on inverse

Value

(conditional) cdf or pdf or quantile value(s)

Examples

cpar=c(1.1,1.5,0.5)
cpar1=c(1.1,1.5,1)
u=seq(.1,.9,.2)
v=u
pbb1rpow(u,v,cpar)
pbb7pow(u,v,cpar)
pbb1rpow(u,v,cpar1) 
pbb1r(u,v,cpar1[1:2]) # same as above
pbb7pow(u,v,cpar1) 
pbb7(u,v,cpar1[1:2]) # same as above

vincenzocoia/CopulaModel documentation built on Oct. 27, 2021, 6:41 a.m.