fgac (version 0.6-1)

pCBB3: pCBB3

Description

Cumulative generalized archimedean Copula BB3

Usage

pCBB3(theta, delta, s, t)

Arguments

theta

real and positive parameter

delta

real parameter (>=1)

s

real vector

t

real vector

Value

returns the values from bidimensional cumulative for (s,t) sample using (theta,delta) parameters.

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

pcopula1, phiBB3, psiKS

Examples

#matrix(c(0.55,0.77,0.65,0.79,0.76),nrow=5))