isliouv_m {lcopula} | R Documentation |
Multiple marginal inverse survival function of Liouville vectors
Description
This function is a wrapper around isliouvm
; it allows the user to treat all the data matrix simultaneously
by applying different parameters to each margin.
Usage
isliouv_m(u, family, alphavec, theta)
Arguments
u |
vector of survival probabilities |
family |
family of the Liouville copula. Either |
alphavec |
vector of Dirichlet allocations (must be a vector of integers) |
theta |
parameter of the corresponding Archimedean copula |
Value
a vector of same length as u
with the quantile at 1-u
Examples
u <- rliouv(n = 10, family = "clayton", alphavec <- c(2,3), theta = 2)
isliouv_m(u=u, family="clayton", alphavec=c(2,3), theta=2)
[Package lcopula version 1.0.7 Index]