GFGM.BurrIII {GFGM.copula}R Documentation

Generate samples from the generalized FGM copula with the Burr III margins

Description

Generate samples from the generalized FGM copula with the Burr III margins.

Usage

GFGM.BurrIII(n, p, q, theta, Alpha, Beta, Gamma)

Arguments

n

Sample size.

p

Copula parameter that greater than or equal to 1.

q

Copula parameter that greater than 1.

theta

Copula parameter with restricted range.

Alpha

Positive shape parameter for the Burr III margin.

Beta

Positive shape parameter for the Burr III margin.

Gamma

Common positive shape parameter for the Burr III margins.

Details

The admissible range of theta is given in Dependence.GFGM.

Value

X

X is asscoiated with the parameter Alpha.

Y

Y is asscoiated with the parameter Beta.

References

Shih J-H, Emura T (2018) Likelihood-based inference for bivariate latent failure time models with competing risks udner the generalized FGM copula, Computational Statistics, 33:1293-1323.

Shih J-H, Emura T (2019) Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula, Statistical Papers, 60:1101-1118.

See Also

Dependence.GFGM

Examples

library(GFGM.copula)
GFGM.BurrIII(5,3,2,0.75,1,1,1)

[Package GFGM.copula version 1.0.4 Index]