psiGumbel {fgac} | R Documentation |
Laplace's transform. This function is associated with Gumbel Archimedean Copula
psiGumbel(delta, s)
delta |
parameter, real (>=1) |
s |
real positive vector |
return the value for the transform in the vector s
Veronica A. Gonzalez-Lopez
Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
#Gumbel'TL with delta=1.7 and s=c(1:6) #psiGumbel(1.7,c(1:6))