fgac (version 0.6-1)

pcopula1: pcopula1

Description

Generator of generalized archimedean copula. Different kind of cumulative copulas can be obtained using pcopula1, for example pCBBi, i=1,2,3,6,7.

Usage

pcopula1(theta, delta, psi, phi, ivpsi, ivphi, s, t)

Arguments

theta

parameter, real and positive value

delta

parameter, real and positive value

psi

Laplace transformation

phi

Laplace transformation

ivpsi

psi's inverse

ivphi

phi's inverse

s

real vector

t

real vector

Value

References

Veronica A. Gonzalez-Lopez and Nelson I. Tanaka. ‘Bi-variate Data Modeling Through Generalized Archimedean Copula’ RT-MAE 2003-03

See Also

pCBB1, pCBB2, pCBB3, pCBB6,pCBB7

Examples

#pcopula1(2,3,psiGumbel,phiBB6,ivpsiGumbel,ivphiBB6,matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5),
#matrix(c(0.9,0.2,0.4,0.1,0.3),nrow=5))