vfcp (version 1.4.0)

vfjoe: Joe Copula Variable Given Second One and Copula Probability

Description

v for Joe copula C(u, v) given probability C(u, v) and u.

Usage

vfjoe(C, u, tht)

Arguments

C

Probability value of the Joe 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 {
C <- 0.3
tht <- 6
u <- c(0.35, 0.4, 0.45)
v <- vfjoe(C, u, tht)
kop = joeCopula(tht)
pCopula(cbind(u, v), kop)
#
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
vfjoe(C = Cf, u = mx , tht=6)
#           [,1]      [,2]      [,3]
# [1,] 0.4021216 0.3513741 0.3274672
# [2,] 0.4379531 0.4184746 0.4087143
# }