phiBB2 {fgac} | R Documentation |
Laplace's transform. This function is associated with BB2 Copula
phiBB2(theta, delta, s)
theta |
positive, real parameter |
delta |
positive, real parameter |
s |
real vector |
return the value for the transform in the vector s
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)
#theta=0.3,delta=2.6, s=c(2,3,4) #phiBB2(0.3,2.6,c(2,3,4))