| vfcp-package {vfcp} | R Documentation |
Computation of v Values for U and Copula C(U, v)
Description
Computation v when u and C(u, v) copula are
known. Calculation and plotting of cumulative distribution
and survival function when u, C(u, v) copula
and marginal distributions are known. These calculations can
be tabulated as option. The numerical definition of a common
area limited by lines of the cumulative distribution function
and survival function. Approximate quantification of the
probability of this area. In addition to 'amh', the copula
dimension may be larger than 2.
Details
| Package: | vfcp |
| Type: | Package |
| Version: | 1.4.0 |
| Date: | 2017-10-24 |
| License: | GPL (>= 3) |
Author(s)
Josef Brejcha
Maintainer: Josef Brejcha <brchjo@gmail.com>
References
A.K. SUZUKI, F. LOUZADA and V.G. CANCHO, On estimation and
influence diagnostics for a Bivariate Promotion Lifetime Model
Based on the FGM Copula: A Fully Bayesian Computation, Tendencias em Matematica Aplicada e Computacional, 14, N. 3 (2013), 441-461, http://www.scielo.br/pdf/tema/v14n3/a14v14n3.pdf
M. Mahfoud, "Bivariate Archimedean copulas: an application to two stock market
indices", Vrije Universiteit Amsterdam, BMI Paper, Amsterdam-2012,
http://docplayer.net/24882927-Bivariate-archimedean-copulas-an-application-to-two-stock-market-indices.html
Copula (probability theory), https://en.wikipedia.org/wiki/Copula_(probability_theory)
Statistical - Distributions - Inverted Beta distribution - Example, http://www.xycoon.com/ibeta.htm