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