pCBB3 {fgac}R Documentation

pCBB3

Description

Cumulative generalized archimedean Copula BB3

Usage

pCBB3(theta, delta, s, t)

Arguments

theta real and positive parameter
delta real parameter (>=1)
s real vector
t real vector

Value

returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters.

Author(s)

Veronica A. Gonzalez-Lopez

References

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)

See Also

pcopula1, phiBB3, psiKS

Examples

#a<-pCBB3(0.2,1.7,matrix(c(0.11,0.22,0.34,0.21,0.35),nrow=5),
#matrix(c(0.55,0.77,0.65,0.79,0.76),nrow=5))

[Package fgac version 0.6-0 Index]