ivpsiGumbel

delta

 Inverse Laplace's transform (psiGumbel's inverse)


symbolmath

Bi-variate data fitting is done by two stochastic
components: the marginal distributions and the dependency
structure. The dependency structure is modeled through a
copula. An algorithm was implemented considering seven families
of copulas (Generalized Archimedean Copulas), the best fitting
can be obtained looking all copula's options (totally positive
of order 2 and stochastically increasing models).

ivpsiGumbel: ivpsiGumbel

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Examples