KGalambos {fgac} | R Documentation |
Galambos's cumulative. Stochastically increasing copula.
KGalambos(u, v, delta)
u |
real in [0,1] |
v |
real in [0,1] |
delta |
real and positive parameter |
Cumulative value for (u,v) obtained using Galambos's cumulative
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)
pCBB4
, pCBB5
, psiKS
, psiGumbel
#u=0.6,v=0.7,delta=7 #KGalambos(0.6,0.5,7)