pbox (version 0.1.8)

perProb: Compute Probability Using a Perturbed Copula

Description

Computes the probability by applying a perturbation to the copula parameters within a 'pbox' object, and then evaluating the probability for specified query values. This method ensures that variations in the copula parameters can be assessed for their impact on the computed probabilities.

`perProb` method for objects of class 'pbox'. This method perturbs the parameters of the copula contained in the 'pbox' and then computes the probability of the vector query using the perturbed copula. The perturbation process adjusts the copula parameters and evaluates the impact on the outcome probability.

Usage

perProb(x, vecQuery)
# S4 method for pbox
perProb(x, vecQuery)

Value

The probability computed using a perturbed copula.

Numeric value representing the computed probability using the perturbed copula.

Arguments

x

A 'pbox' object, which is expected to contain a copula.

vecQuery

A numeric vector representing the query values.

See Also

set_pbox, pMvdc

Examples

  data(SEAex)
  pbx <- set_pbox(SEAex[, .(Malaysia, Thailand)])
  vecQuery <- c(31, 34)
  perProb(pbx, vecQuery)