vfcp (version 1.4.0)

vfalihaq: Ali-Mikhail-Haq Copula Variable Given Second One and Copula Probability

Description

v for Ali-Mikhail-Haq copula C(u, v) given probability C(u, v) and u.

Usage

vfalihaq(C, u, tht)

Arguments

C

Probability value of the Ali-Mikhail-Haq copula. It can be a vector.

u

The first variable value of the C(u, v). u can be a vector if C is a single. u is a matrix with nrow = length(C) if C is a vector.

tht

Copula parameter

Value

The value of the second variable depending on the first variable and copula probability value.

Details

The value of the u must be grater than C.

Examples

# NOT RUN {
require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vfalihaq(C, u, tht)
kali <- archmCopula(family = "amh", param = tht, dim = 2)
pCopula(cbind(u, v), kali)
#
Cf <- c(0.3, 0.4)
mx <- matrix(c(seq(0.35, 0.45, 0.05), seq(0.5, 0.6, 0.05)),
             nrow = 2, ncol = 3, byrow = TRUE)
rownames(mx) <- Cf
vfalihaq(C = Cf, u = mx , tht=0.5)
#          [,1]      [,2]      [,3]
# 0.3 0.8019802 0.6774194 0.5918367
# 0.4 0.7500000 0.6739130 0.6153846
# }