dcbb10 {mlCopulaSelection}R Documentation

BB10 copula density function

Description

Calculate the value of the BB10 density.

Usage

dcbb10(theta, delta, u, v)

Arguments

theta Parameter theta of the BB10, (0<theta<1).
delta Parameter delta of the BB10, (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

value of de density BB10 for the parameters theta and delta on ( u , v )

Author(s)

Jesus Garcia, IMECC-UNICAMP and Veronica Gonzalez-Lopez, IMECC-UNICAMP

References

Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.

Examples

res<-dcbb10(1.5,1.5,0.75,0.6)


## The function is currently defined as
function(theta,delta,u,v)
{S<-1-u^(1/delta);
T<-1-v^(1/delta);
W<-theta*S*T;
C<-u*v*(1-W)^(-delta);
DuS<-(-1/delta)*u^(1/delta-1);
DuW<-theta*T*DuS;
DvT<-(-1/delta)*v^(1/delta-1);
DvW<-theta*S*DvT;
DvuW<-theta*DuS*DvT;
densi<-(1-W)^(-delta)+v*(-delta)*(1-W)^(-delta-1)*(-1)*DvW+u*delta*(1-W)^(-delta-1)*DuW+u*v*delta*(-delta-1)*(1-W)^(-delta-2)*(-1)*DvW*DuW+u*v*delta*(1-W)^(-delta-1)*DvuW
  }

[Package mlCopulaSelection version 1.3 Index]