| dcbb2 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB2 density.
dcbb2(theta, delta, u, v)
theta |
Parameter theta of the BB2, (0<theta). |
delta |
Parameter delta of the BB2, (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 BB2 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<-dcbb2(0.5,0.5,0.75,0.6)
## The function is currently defined as
function(theta,delta,u,v)
{k<-exp(theta*(u^(-delta)-1));
t<-exp(theta*(v^(-delta)-1));
S<-k+t-1;
h<-(1/theta)*log(S);
duk<--k*(theta*delta)*u^(-delta-1);
dvt<--t*(theta*delta)*v^(-delta-1);
duS<-duk;
dvS<-dvt;
duh<-(1/theta)*duS/S;
dvh<-(1/theta)*dvS/S;
dvuh<-(-1/theta)*duS*dvS/S^2;
densi<-(1/delta)*(1+1/delta)*(1+h)^(-2-1/delta)*dvh*duh-(1/delta)*(1+h)^(-1-1/delta)*dvuh
}