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fgac (version 0.6-1)

pCBB7: pCBB7

Description

Cumulative generalized archimedean Copula BB7

Usage

pCBB7(theta, delta, s, t)

Arguments

theta
real parameter (>=1)
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

pcopula1, phiBB7, psiKS

Examples

Run this code
#t<-matrix(c(0.15,0.28,0.31,0.49,0.51),nrow=5)
#a<-pCBB7(2,0.9,s,t)

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