dcbb2 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB2 density.
dcbb2(theta, delta, u, v)
theta |
Parameter theta of the BB2, (0<theta ). |
delta |
Parameter delta of the BB2, (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 BB2 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<-dcbb2(0.5,0.5,0.75,0.6) ## The function is currently defined as function(theta,delta,u,v) {k<-exp(theta*(u^(-delta)-1)); t<-exp(theta*(v^(-delta)-1)); S<-k+t-1; h<-(1/theta)*log(S); duk<--k*(theta*delta)*u^(-delta-1); dvt<--t*(theta*delta)*v^(-delta-1); duS<-duk; dvS<-dvt; duh<-(1/theta)*duS/S; dvh<-(1/theta)*dvS/S; dvuh<-(-1/theta)*duS*dvS/S^2; densi<-(1/delta)*(1+1/delta)*(1+h)^(-2-1/delta)*dvh*duh-(1/delta)*(1+h)^(-1-1/delta)*dvuh }