pCBB7 {fgac} | R Documentation |
Cumulative generalized archimedean Copula BB7
pCBB7(theta, delta, s, t)
theta |
real parameter (>=1) |
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)
#s<-matrix(c(0.1,0.2,0.3,0.4,0.5),nrow=5) #t<-matrix(c(0.15,0.28,0.31,0.49,0.51),nrow=5) #a<-pCBB7(2,0.9,s,t)