dcbb1 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB1 density.
dcbb1(theta, delta, u, v)
theta |
Parameter theta of the BB1. (0<theta ) |
delta |
Parameter delta of the BB1. (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 BB1 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<-dcbb1(0.5,1.5,0.90,0.85) ## The function is currently defined as function(theta,delta,u,v) {S<-u^(-theta)-1; T<-v^(-theta)-1;-10**(4) W<-S^(delta)+T^(delta); DuS<-(-theta)*u^(-theta-1); DuW<-delta*S^(delta-1)*DuS; DvT<-(-theta)*v^(-theta-1); DvW<-delta*T^(delta-1)*DvT; densi<-(-1/(theta*delta))*(-1/theta-1)*(1+W^(1/delta))^(-1/theta-2)*(1/delta)*W^(1/delta-1)*DvW*W^(1/delta-1)*DuW-(1/(theta*delta))*(1+W^(1/delta))^(-1/theta-1)*(1/delta-1)*W^(1/delta-2)*DvW*DuW }