pCBB2 {fgac} | R Documentation |
Cumulative generalized archimedean Copula BB2
pCBB2(theta, delta, s, t)
theta |
real and positive parameter |
delta |
real and positive parameter |
s |
real vector |
t |
real vector |
returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters.
Veronica A. Gonzalez-Lopez
Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. ‘Bi-variate Data Modeling Through Generalized Archimedean Copula’ RT-MAE 2003-03. Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)
#a<-pCBB2(0.9,0.3,matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5),matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5))