COPinv2: The Inverse of a Copula for U with respect to V
Description
Compute the inverse of a copula for $U$ with respect to $V$ or
$$t = \mathbf{C}(u,v=V)\mbox{,}$$
and solving for $u$. Nelsen (2006, p. 12) does not so name this function as an inverse. The COPinv2 function is internally used by level.curvesCOP2.
Usage
COPinv2(cop=NULL, v, t, para=NULL, ...)
Arguments
cop
A copula function;
v
Nonexceedance probability $v$ in the $Y$ direction;
t
Nonexceedance probability in $t$;
para
Vector of parameters or other data structures, if needed, to pass to the copula; and
...
Additional arguments to pass to the copula.
Value
Value(s) for $u$ are returned.
References
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.