dcbb5 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB5 density.
dcbb5(theta, delta, u, v)
theta |
Parameter theta of the BB5, (1<theta ). |
delta |
Parameter delta of the BB5, (0<delta ). |
u |
First coordenate where de density will be evaluated. (0<u <1) |
v |
Second coordenate where de density will be evaluated. (0<v <1) |
value of de density BB5 for the parameters theta
and delta
on ( u
, v
)
Jesus Garcia, IMECC-UNICAMP and Veronica Gonzalez-Lopez, IMECC-UNICAMP
Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.
res<-dcbb5(1.5,1.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) {t<-(-log(u))^(-theta*delta)+(-log(v))^(-theta*delta); dut<-(theta*delta/u)*(-log(u))^(-theta*delta-1); dvt<-(theta*delta/v)*(-log(v))^(-theta*delta-1); S<-(-log(u))^(theta)+(-log(v))^(theta); duS<-(-theta/u)*(-log(u))^(theta-1); dvS<-(-theta/v)*(-log(v))^(theta-1); h<-S-t^(-1/delta); duh<-duS+(1/delta)*(t)^(-1/delta-1)*(dut); dvh<-dvS+(1/delta)*(t)^(-1/delta-1)*(dvt); dvuh<--1/delta*(1/delta+1)*t^(-1/delta-2)*dut*dvt; densi<-exp(-h^(1/theta))*(1/theta)^2*(h^(1/theta-1))^2*dvh*duh+exp(-h^(1/theta))*(-1/theta)*(1/theta-1)*h^(1/theta-2)*dvh*duh+exp(-h^(1/theta))*(-1/theta)*h^(1/theta-1)*dvuh }