phiBB3 {fgac}R Documentation

phiBB3

Description

Laplace's transform. This function is associated with BB3 Copula

Usage

phiBB3(theta, delta, s)

Arguments

theta positive, real parameter
delta real parameter (>=1)
s real vector

Value

return the value for the transform in the vector s

Author(s)

Veronica A. Gonzalez-Lopez

References

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)

See Also

pCBB3, psiKS

Examples

#theta=0.2,delta=4, s=c(0.2,0.3,0.4)
#phiBB3(0.2,4,c(0.2,0.3,0.4))



[Package fgac version 0.6-0 Index]