The bivariate GLMGA distribution

The bivariate GLMGA distribution

dMGLMGA(y1, y2, sigma, a, b)

Arguments

y1

vector of quantiles.

y2

vector of quantiles.

sigma

vector of parameters with length = 2.

a

common parameter with length = 1.

b

vector of parameters with length = 2.

Value

Density function of the bivariate GLMGA distribution with parameters sigma, a and b.

Examples

n.grid <- 20
sigma <- c(0.5, 0.5)
a <- 20
b <- c(5, 5)
xgrid <- ygrid <- seq(0.01, 20, length.out = n.grid)
grid <- expand.grid("u1" = xgrid, "u2" = ygrid)
mtrx3d <- matrix(0, nrow = nrow(grid), ncol = 3)
mtrx3d[, 1] <- grid[, 1]
mtrx3d[, 2] <- grid[, 2]
for (i in 1:nrow(mtrx3d)) {
  mtrx3d[i, 3] <- dMGLMGA(
    y1 = grid[i, 1], y2 = grid[i, 2],
    sigma = sigma,
    a = a, b = b
  )
}
head(mtrx3d)
#>          [,1] [,2]         [,3]
#> [1,] 0.010000 0.01 1.201576e-61
#> [2,] 1.062105 0.01 2.206387e-59
#> [3,] 2.114211 0.01 5.576018e-60
#> [4,] 3.166316 0.01 2.486710e-60
#> [5,] 4.218421 0.01 1.401114e-60
#> [6,] 5.270526 0.01 8.976018e-61