pcopula1 {fgac} | R Documentation |
Generator of generalized archimedean copula. Different kind of cumulative copulas can be obtained using pcopula1, for example pCBBi, i=1,2,3,6,7.
pcopula1(theta, delta, psi, phi, ivpsi, ivphi, s, t)
theta |
parameter, real and positive value |
delta |
parameter, real and positive value |
psi |
Laplace transformation |
phi |
Laplace transformation |
ivpsi |
psi's inverse |
ivphi |
phi's inverse |
s |
real vector |
t |
real vector |
returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters and Laplace transformation.
Veronica A. Gonzalez-Lopez
Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. ‘Bi-variate Data Modeling Through Generalized Archimedean Copula’ RT-MAE 2003-03
pCBB1
, pCBB2
, pCBB3
, pCBB6
,pCBB7
#pcopula1(2,3,psiGumbel,phiBB6,ivpsiGumbel,ivphiBB6,matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5), #matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5))