Last data update: 2014.03.03

R: Probability distribution function values based the...
dibivarR Documentation

Probability distribution function values based the Archimedean copula

Description

Computes the probability distribution function values based the Archimedean copula on the grid of x and y vectors.

Usage

dibivar(x, y, par, afa, rodina, fam)

Arguments

x

numeric vector

y

numeric vector

par

vector of this values:
par[1], par[3] are shape for the Weibull and the Gamma distributions or mean for the Normal distribution or meanlog for the Lognormal ditribution.
par[2], par[4] are scale for the Weibull and the Gamma distributions or sd for the Normal distribution or sdlog for the Lognormal ditribution.

afa

copula parameter

rodina

vector of length 2 of names of the marginal distributions. Distributions can be "weibull", "gamma", "norm", "lnorm". "norm" is the name for the Normal distribution. "lnorm" is the name for the Lognormal distribution.

fam

name of copula. It can be "gumbel", "clayton", "frank".

Value

Returns an array of values of the probability distribution function.

Author(s)

Josef Brejcha

Examples

x <- seq(0, 100, 5)
y <- seq(0, 100, 4)
pxy <- dibivar(x, y, c(1.5, 50, 1.3, 50), 5, c("weibull", "weibull"), "gumbel")
colnames(pxy) <- x
rownames(pxy) <- y
contour(y, x, pxy, xlab="y", ylab="x")

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(BivarP)
Loading required package: dfoptim
Loading required package: survival
Loading required package: copula
> png(filename="/home/ddbj/snapshot/RGM3/R_CC/result/BivarP/dibivar.Rd_%03d_medium.png", width=480, height=480)
> ### Name: dibivar
> ### Title: Probability distribution function values based the Archimedean
> ###   copula
> ### Aliases: dibivar
> ### Keywords: ~kwd1 ~kwd2
> 
> ### ** Examples
> 
> x <- seq(0, 100, 5)
> y <- seq(0, 100, 4)
> pxy <- dibivar(x, y, c(1.5, 50, 1.3, 50), 5, c("weibull", "weibull"), "gumbel")
> colnames(pxy) <- x
> rownames(pxy) <- y
> contour(y, x, pxy, xlab="y", ylab="x")
> 
> 
> 
> 
> 
> dev.off()
null device 
          1 
>