pcopula2 {fgac} | R Documentation |
Generator of generalized archimedean copula. Different cumulative copulas can be obtained using pcopula2, for example pCBBi, i=4,5.
pcopula2(theta, delta, psi, v1, ivpsi, v2, s, t)
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 |
return 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
#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))