dcbb10 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB10 density.
dcbb10(theta, delta, u, v)
theta |
Parameter theta of the BB10, (0<theta <1). |
delta |
Parameter delta of the BB10, (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 BB10 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<-dcbb10(1.5,1.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) {S<-1-u^(1/delta); T<-1-v^(1/delta); W<-theta*S*T; C<-u*v*(1-W)^(-delta); DuS<-(-1/delta)*u^(1/delta-1); DuW<-theta*T*DuS; DvT<-(-1/delta)*v^(1/delta-1); DvW<-theta*S*DvT; DvuW<-theta*DuS*DvT; densi<-(1-W)^(-delta)+v*(-delta)*(1-W)^(-delta-1)*(-1)*DvW+u*delta*(1-W)^(-delta-1)*DuW+u*v*delta*(-delta-1)*(1-W)^(-delta-2)*(-1)*DvW*DuW+u*v*delta*(1-W)^(-delta-1)*DvuW }