fgac (version 0.6-1)

pCBB4: pCBB4

Description

Cumulative generalized archimedean Copula BB4

Usage

pCBB4(theta, delta, s, t)

Arguments

theta

real and positive parameter

delta

real and positive parameter

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

pcopula2, psiKS, KGalambos

Examples

#t<-matrix(c(0.15,0.28,0.31,0.49,0.51),nrow=5)
#a<-pCBB4(0.5,0.9,s,t)