(see vglmff-class).
The object is used by modelling functions
such as vglm
and vgam.
Arguments
lapar
Link function applied to the association parameter
\(\alpha\), which is real
and \(-1 < \alpha < 1\).
See Links for more choices.
iapar
Numeric. Optional initial value for \(\alpha\).
By default, an initial value is chosen internally.
If a convergence failure occurs try assigning a different value.
Assigning a value will override the argument imethod.
imethod
An integer with value 1 or 2 which
specifies the initialization method. If failure to converge occurs
try the other value, or else specify a value for iapar.
nsimEIM
See CommonVGAMffArguments for more information.
Author
T. W. Yee and C. S. Chee
Details
The cumulative distribution function is
$$P(Y_1 \leq y_1, Y_2 \leq y_2) = y_1 y_2
/ ( 1 - \alpha (1 - y_1) (1 - y_2) ) $$
for \(-1 < \alpha < 1\).
The support of the function is the unit square.
The marginal distributions are the standard uniform distributions.
When \(\alpha = 0\) the random variables are
independent.
This is an Archimedean copula.
References
Balakrishnan, N. and Lai, C.-D. (2009).
Continuous Bivariate Distributions,
2nd ed.
New York: Springer.