dcbb3 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB3 density.
dcbb3(theta, delta, u, v)
theta |
Parameter theta of the BB3, (0<theta ). |
delta |
Parameter delta of the BB3, (1<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 BB3 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<-dcbb3(1.5,1.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v){W<-exp(theta*(-log(u))^(delta)); P<-exp(theta*(-log(v))^(delta)); S<-W+P-1; h<-(1/theta)*log(S); F<-exp(-h^(1/delta)); duS<-exp((-log(u))^(delta)*theta)*(-theta*delta/u)*(-log(u))^(delta-1); dvS<-exp((-log(v))^(delta)*theta)*(-theta*delta/v)*(-log(v))^(delta-1); dvuh<-(-1/theta)/S^2*duS*dvS; duh<-(1/theta)*duS/S; dvh<-(1/theta)*dvS/S; densi<-F*(1/delta^2)*(h^(1/delta-1))^2*dvh*duh+F*(-1/delta)*(1/delta-1)*(h)^(1/delta-2)*(dvh)*(duh)+F*(-1/delta)*(h)^(1/delta-1)*dvuh }