pCMax {fgac} | R Documentation |
Cumulative copula Frechet's bound, pCMax
pCMax(theta, delta, s, t)
theta |
is missing |
delta |
is missing |
s |
real vector |
t |
real vector |
returns the values from bidimensional cumulative for (s,t) sample.
Veronica A. Gonzalez-Lopez
Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
#a<-pCMax(s=matrix(c(0.9,0.2,0.4,0.5),nrow=4),t=matrix(c(0.2,0.33,0.5,0.2),nrow=4))