phiBB3 {fgac} | R Documentation |
Laplace's transform. This function is associated with BB3 Copula
phiBB3(theta, delta, s)
theta |
positive, real parameter |
delta |
real parameter (>=1) |
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=0.2,delta=4, s=c(0.2,0.3,0.4) #phiBB3(0.2,4,c(0.2,0.3,0.4))