(see vglmff-class).
The object is used by modelling functions
such as vglm
and vgam.
Details
The cumulative distribution function is
$$P(Y_1 \leq y_1, Y_2 \leq y_2) = y_1 y_2
/ ( 1 - \alpha (1 - y_1) (1 - y_2) ) $$
for \(-1 < \alpha < 1\).
The support of the function is the unit square.
The marginal distributions are the standard uniform distributions.
When \(\alpha = 0\) the random variables are
independent.
This is an Archimedean copula.
References
Balakrishnan, N. and Lai, C.-D. (2009).
Continuous Bivariate Distributions,
2nd ed.
New York: Springer.