pCMax {fgac}R Documentation

pCMax

Description

Cumulative copula Frechet's bound, pCMax

Usage

pCMax(theta, delta, s, t)

Arguments

theta is missing
delta is missing
s real vector
t real vector

Value

returns the values from bidimensional cumulative for (s,t) sample.

Author(s)

Veronica A. Gonzalez-Lopez

References

Harry Joe. ‘Multivariate Models and Dependence Concepts’ Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)

See Also

pCMin

Examples

#a<-pCMax(s=matrix(c(0.9,0.2,0.4,0.5),nrow=4),t=matrix(c(0.2,0.33,0.5,0.2),nrow=4))

[Package fgac version 0.6-0 Index]