psiGumbel {fgac}R Documentation

psiGumbel

Description

Laplace's transform. This function is associated with Gumbel Archimedean Copula

Usage

psiGumbel(delta, s)

Arguments

delta parameter, real (>=1)
s real positive vector

Value

return the value for the transform in the vector s

Author(s)

Veronica A. Gonzalez-Lopez

References

Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)

See Also

pCBB1, pCBB5, pCBB6

Examples

#Gumbel'TL with delta=1.7 and s=c(1:6)
#psiGumbel(1.7,c(1:6))


[Package fgac version 0.6-0 Index]