hinverse

hinverse-methods

hinverse,copula-method

hinverse,indepCopula-method

hinverse,normalCopula-method

hinverse,tCopula-method

hinverse,claytonCopula-method

hinverse,frankCopula-method

copula

To avoid numerical problems for extreme values, the values of
    <code>u</code>, <code>v</code> and return values close to <code>0</code> and <code>1</code> are
    substituted by <code>eps</code> and <code>1 - eps</code>, respectively. The default
    <code>eps</code> value for most of the copulas is <code>.Machine$double.eps^0.5</code>.


The $h^{-1}$ function represents the inverse of the $h$ function with
respect to its first argument. It should be defined for every copula used
in a pair-copula construction (or it will be evaluated numerically).


methods

Implementation of the vine graphical model for building
high-dimensional probability distributions as a factorization of
bivariate copulas and marginal density functions. This package
provides S4 classes for vines (C-vines and D-vines) and methods
for inference, goodness-of-fit tests, density/distribution
function evaluation, and simulation.

hinverse-methods: Methods for the Inverse of the h-functions

Description

Usage

Arguments

Methods

References