pcopula2 {fgac}R Documentation

pcopula2

Description

Generator of generalized archimedean copula. Different cumulative copulas can be obtained using pcopula2, for example pCBBi, i=4,5.

Usage

pcopula2(theta, delta, psi, v1, ivpsi, v2, s, t)

Arguments

theta parameter, real and positive value
delta parameter, real and positive value
psi Laplace transformation
v1 real number
ivpsi psi's inverse
v2 real number
s real vector
t real vector

Value

return 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

pCBB4, pCBB5

Examples

#pcopula2(2.5,3,psiGumbel,1,ivpsiGumbel,1,
#matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5),matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5))


[Package fgac version 0.6-0 Index]