dcbb8 {mlCopulaSelection}R Documentation

BB8 copula density function

Description

Calculate the value of the BB8 density.

Usage

dcbb8(theta, delta, u, v)

Arguments

theta Parameter theta of the BB8, (1<theta).
delta Parameter delta of the BB8, (0<delta<1).
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 BB8 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<-dcbb8(1.5,0.5,0.75,0.6)

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

[Package mlCopulaSelection version 1.3 Index]