Learn R Programming

vfcp (version 1.4.0)

Computation of v Values for U and Copula C(U, v)

Description

Computation the value of one of two uniformly distributed marginals if the copula probability value is known and the value of the second marginal is also known. Computation and plotting corresponding cumulative distribution function or survival function. The numerical definition of a common area limited by lines of the cumulative distribution function and survival function. Approximate quantification of the probability of this area. In addition to 'amh', the copula dimension may be larger than 2.

Copy Link

Version

Install

install.packages('vfcp')

Monthly Downloads

32

Version

1.4.0

License

GPL (>= 3)

Maintainer

Josef Brejcha

Last Published

October 27th, 2017

Functions in vfcp (1.4.0)

trimeze

Coordinates of an object defined by CDF and survival functions
vfalihaq

Ali-Mikhail-Haq Copula Variable Given Second One and Copula Probability
vffgm

Farlie-Gumbel-Morgenstern Copula Variable Given Second One and Copula Probability
vffrank

Frank Copula Variable Given Second One and Copula Probability
vfclayton

Clayton Copula Variable Given Second One and Copula Probability
vfcp-package

Computation of v Values for U and Copula C(U, v)
vfmrg

Auxiliary function
vfploto

Plotting the cumulative distribution function or survival function
vfenuo

Expected values of marginal distributions
vfex

Compute vector V for C(u, V)
vfprifo

Computation of the vector u to compute the second vector v
vfpripo

Computation of the vector u to compute the second vector v
prosim

Monte Carlo method
prunikus

The coordinates of the intersection lines of the cumulative distribution function and survival function
gentruk

Creating an object for CDF and copula survival
kopula

Copula object
vfgumbel

Gumbel Copula Variable Given Second One and Copula Probability
vfjoe

Joe Copula Variable Given Second One and Copula Probability