| dcbb7 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB7 density.
dcbb7(theta, delta, u, v)
theta |
Parameter theta of the BB7, (1<theta). |
delta |
Parameter delta of the BB7, (0<delta). |
u |
First coordenate where de density will be evaluated. (0<u<1) |
v |
Second coordenate where de density will be evaluated. (0<v<1) |
value of de density BB7 for the parameters theta and delta on ( u , v )
Jesus Garcia, IMECC-UNICAMP and Veronica Gonzalez-Lopez, IMECC-UNICAMP
Joe, H., (1997). Multivariate Models and Dependence Concepts. Monogra. Stat. Appl. Probab. 73, London: Chapman and Hall.
res<-dcbb7(1.5,1.5,0.75,0.6)
## The function is currently defined as
function(theta,delta,u,v)
{WU<-(1-(1-u)^(theta))^(-delta);
WV<-(1-(1-v)^(theta))^(-delta);
duWU<-(-delta*theta)*(1-(1-u)^(theta))^(-delta-1)*(1-u)^(theta-1);
dvWV<-(-delta*theta)*(1-(1-v)^(theta))^(-delta-1)*(1-v)^(theta-1);
K<-WU+WV;
duK<-duWU;
dvK<-dvWV;
S<-K-1;
duS<-duK;
dvS<-dvK;
h<-1-S^(-1/delta);
duh<-(1/delta)*S^(-1/delta-1)*duS;
dvh<-(1/delta)*S^(-1/delta-1)*dvS;
dvuh<-(1/delta)*(-1/delta-1)*(S)^(-1/delta-2)*(dvS)*(duS);
densi<-(-1/theta)*(1/theta-1)*h^(1/theta-2)*dvh*duh-(1/theta)*h^(1/theta-1)*dvuh
}