pcopula1 {fgac}R Documentation

pcopula1

Description

Generator of generalized archimedean copula. Different kind of cumulative copulas can be obtained using pcopula1, for example pCBBi, i=1,2,3,6,7.

Usage

pcopula1(theta, delta, psi, phi, ivpsi, ivphi, s, t)

Arguments

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

Value

returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters and Laplace transformation.

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

See Also

pCBB1, pCBB2, pCBB3, pCBB6,pCBB7

Examples

#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))
                

[Package fgac version 0.6-0 Index]