vfex

Copula probability. It is a single value.

Probability vector. All its components are greater than <code>C</code>.

character; A name of copula. One of c("clayton", "frank", "gumbel",
 "amh", "joe", "fgm"). "amh", "joe", "fgm" names are for
 Ali-Mikhail-Haq, Joe, Farlie-Gumbel-Morgenstern copulas.

A vector <code>v</code> is computed for <code>C</code> and numeric probability
 vector <code>u</code>.

 ~kwd1 

 ~kwd2 

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.

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vfex: Compute vector V for C(u, V)

Description

Usage

Arguments

Value