Generalized Farlie-Gumbel-Morgenstern Copula


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Documentation for package ‘GFGM.copula’ version 1.0.4

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GFGM.copula-package Generalized Farlie-Gumbel-Morgenstern Copula
CvM.GFGM.BurrIII The Cramer-von Mises type statistics under the generalized FGM copula
Dependence.GFGM Bivariate dependence measures under the generalized FGM copula
GFGM.BurrIII Generate samples from the generalized FGM copula with the Burr III margins
MLE.GFGM.BurrIII Maximum likelihood estimation for bivariate dependent competing risks data under the generalized FGM copula with the Burr III margins
MLE.GFGM.spline Maximum likelihood estimation for bivariate dependent competing risks data under the generalized FGM copula with the marginal distributions approximated by splines
Sdist.GFGM.BurrIII Sub-distribution functions under the generalized FGM copula with the Burr III margins
Sdist.GFGM.spline Sub-distribution functions under the generalized FGM copula with the marginal distributions approximated by splines