vfcp (version 1.4.0)

vffgm: Farlie-Gumbel-Morgenstern Copula Variable Given Second One and Copula Probability

Description

v for Farlie-Gumbel-Morgenstern copula C(u, v) given probability C(u, v) and u.

Usage

vffgm(C, u, tht)

Arguments

C

Probability value of the Farlie-Gumbel-Morgenstern 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.

References

A.K. SUZUKI, F. LOUZADA and V.G. CANCHO, On estimation and influence diagnostics for a Bivariate Promotion Lifetime Model Based on the FGM Copula: A Fully Bayesian Computation, Tend<U+02C6>encias em Matem<U+00B4> atica Aplicada e Computacional, 14, N. 3 (2013), 441-461, http://www.scielo.br/pdf/tema/v14n3/a14v14n3.pdf

Examples

# NOT RUN {
require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vffgm(C, u, tht)
kfgm <- fgmCopula(tht)
pCopula(c(u, v), kfgm)
#
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
vffgm(C = Cf, u = mx , tht=0.5)
#          [,1]      [,2]      [,3]
# 0.3 0.8064052 0.6853009 0.6007056
# 0.4 0.7535751 0.6781648 0.6195239
# }