dcbb7 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB7 density.
dcbb7(theta, delta, u, v)
theta |
Parameter theta of the BB7, (1<theta ). |
delta |
Parameter delta of the BB7, (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 BB7 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<-dcbb7(1.5,1.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) {WU<-(1-(1-u)^(theta))^(-delta); WV<-(1-(1-v)^(theta))^(-delta); duWU<-(-delta*theta)*(1-(1-u)^(theta))^(-delta-1)*(1-u)^(theta-1); dvWV<-(-delta*theta)*(1-(1-v)^(theta))^(-delta-1)*(1-v)^(theta-1); K<-WU+WV; duK<-duWU; dvK<-dvWV; S<-K-1; duS<-duK; dvS<-dvK; h<-1-S^(-1/delta); duh<-(1/delta)*S^(-1/delta-1)*duS; dvh<-(1/delta)*S^(-1/delta-1)*dvS; dvuh<-(1/delta)*(-1/delta-1)*(S)^(-1/delta-2)*(dvS)*(duS); densi<-(-1/theta)*(1/theta-1)*h^(1/theta-2)*dvh*duh-(1/theta)*h^(1/theta-1)*dvuh }