fgac (version 0.6-1)

SOB2: SOB2

Description

Bidimensional empirical survival function

Usage

SOB2(u, v, x, y)

Arguments

u

real vector

v

real vector

x

real vector

y

real vector

Value

• Bidimensional empirical survival function for vector (u,v), evaluated in (x,y)

Details

$$SOB2(u,v,x,y)=\frac{1}{n}\sum_{i=1}^nI_{(u_i>x)}I_{(v_i>y)}), \,\,\,\,\,u=(u_1,\cdots,u_n),\,v=(v_1,\cdots,v_n)$$

References

Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. Bi-variate Data Modeling Through Generalized Archimedean Copula RT-MAE 2003-03. Harry Joe. Multivariate Models and Dependence Concepts Monogra. Stat. & Appl. Probab. 73. Chapman and Hall (1997)

See Also

FE1vector, FE2

Examples

#u<-matrix(c(1,3,5,1,6),nrow=5)
#SOB2(u,u,6.5,3)
#u<-matrix(c(1:15),nrow=15)
#v<-matrix(c(16:30),nrow=15)
#SOB2(u,v,10,24)