Fgm {VGAM} | R Documentation |
Density, distribution function, and random generation for the (one parameter) bivariate Farlie-Gumbel-Morgenstern's distribution.
dfgm(x1, x2, alpha, log=FALSE) pfgm(q1, q2, alpha) rfgm(n, alpha)
x1, x2, q1, q2 |
vector of quantiles. |
n |
number of observations. Must be a positive integer of length 1. |
alpha |
the association parameter. |
log |
Logical.
If TRUE then the logarithm is returned.
|
See fgm
, the VGAM
family functions for estimating the
parameter by maximum likelihood estimation, for the formula of the
cumulative distribution function and other details.
dfgm
gives the density,
pfgm
gives the distribution function, and
rfgm
generates random deviates (a two-column matrix).
T. W. Yee
fgm
.
## Not run: N = 101 x = seq(0.0, 1.0, len=N) alpha = 0.7 ox = expand.grid(x, x) z = dfgm(ox[,1], ox[,2], alpha=alpha) contour(x, x, matrix(z, N, N), col="blue") z = pfgm(ox[,1], ox[,2], alpha=alpha) contour(x, x, matrix(z, N, N), col="blue") plot(r <- rfgm(n=3000, alpha=alpha), col="blue") par(mfrow=c(1,2)) hist(r[,1]) # Should be uniform hist(r[,2]) # Should be uniform ## End(Not run)