fgac (version 0.6-1)

pcopula2: pcopula2

Description

Generator of generalized archimedean copula. Different cumulative copulas can be obtained using pcopula2, for example pCBBi, i=4,5.

Usage

pcopula2(theta, delta, psi, v1, ivpsi, v2, s, t)

Arguments

theta

parameter, real and positive value

delta

parameter, real and positive value

psi

Laplace transformation

v1

real number

ivpsi

psi's inverse

v2

real number

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

pCBB4, pCBB5

Examples

#matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5),matrix(c(0.9,0.7,0.2,0.5,0.4),nrow=5))