invfunc {CopulaGAMM}

Inverse function

Description

This function is used to get the inverse of a monotonic function on (0,1), depending on parameters, and using the bisection method

Usage

invfunc(q, func, th, lb = 1e-12, ub = 1 - 1e-12, tol = 1e-08, nbreak = 40)

Arguments

q

Function value (can be a vector if func() supports a vector argument)

func

Function of one argument to be inverted

th

Function parameters

lb

Lower bound for the possible values

ub

Upper bound for the possible values

tol

Tolerance for the inversion

nbreak

Maximum number of iterations (default is 40)

Value

out

Inverse values

Author(s)

Pavel Krupskii