dcbb9 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB9 density.
dcbb9(theta, delta, u, v)
theta |
Parameter theta of the BB9, (1<theta ). |
delta |
Parameter delta of the BB9, (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 BB9 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<-dcbb9(1.5,1.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) {S<-delta-log(u); T<-delta-log(v); W<-S^(theta)+T^(theta)-delta^(theta); C<-exp(-W^(1/theta)+delta); DuS<--1/u; DuW<-theta*S^(theta-1)*DuS; DvT<--1/v; DvW<-theta*T^(theta-1)*DvT; densi<-C*(1/theta^2)*(W^(1/theta-1))^2*DvW*DuW+C*(-1/theta)*(1/theta-1)*W^(1/theta-2)*DvW*DuW }