| dcbb8 {mlCopulaSelection} | R Documentation |
Calculate the value of the BB8 density.
dcbb8(theta, delta, u, v)
theta |
Parameter theta of the BB8, (1<theta). |
delta |
Parameter delta of the BB8, (0<delta<1). |
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 BB8 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<-dcbb8(1.5,0.5,0.75,0.6)
## The function is currently defined as
function(theta,delta,u,v)
{
S<-1-(1-delta*u)^(theta);
T<-1-(1-delta*v)^(theta);
K<-(1-(1-delta)^(theta))^(-1);
W<-1-K*S*T;
DuS<-theta*delta*(1-delta*u)^(theta-1);
DuW<--K*T*DuS;
DvT<-theta*delta*(1-delta*v)^(theta-1);
DvW<--K*S*DvT;
DvuW<--K*DuS*DvT;
densi<--delta^(-1)*(1/theta)*(1/theta-1)*W^(1/theta-2)*DvW*DuW-delta^(-1)*(1/theta)*W^(1/theta-1)*DvuW
}