dcbb8 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB8 density.
dcbb8(theta, delta, u, v)
theta |
Parameter theta of the BB8, (1<theta ). |
delta |
Parameter delta of the BB8, (0<delta <1). |
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 BB8 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<-dcbb8(1.5,0.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) { S<-1-(1-delta*u)^(theta); T<-1-(1-delta*v)^(theta); K<-(1-(1-delta)^(theta))^(-1); W<-1-K*S*T; DuS<-theta*delta*(1-delta*u)^(theta-1); DuW<--K*T*DuS; DvT<-theta*delta*(1-delta*v)^(theta-1); DvW<--K*S*DvT; DvuW<--K*DuS*DvT; densi<--delta^(-1)*(1/theta)*(1/theta-1)*W^(1/theta-2)*DvW*DuW-delta^(-1)*(1/theta)*W^(1/theta-1)*DvuW }