phiBB7 {fgac}R Documentation

phiBB7

Description

Laplace's transform. This function is associated with BB7 Copula

Usage

phiBB7(theta, delta, s)

Arguments

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

pCBB7, psiKS

Examples

#theta=1.1,delta=0.8,s=c(0.55,0.66,0.77,0.88)
#phiBB7(1.1,0.8,c(0.55,0.66,0.77,0.88))


[Package fgac version 0.6-0 Index]