vfex {vfcp}

Compute vector V for C(u, V)

Description

A vector v is computed for C and numeric probability vector u.

Usage

vfex(C, u, th, fm)

Arguments

C

Copula probability. It is a single value.

u

Probability vector. All its components are greater than C.

th

Copula parameter.

fm

character; A name of copula. One of c("clayton", "frank", "gumbel", "amh", "joe", "fgm"). "amh", "joe", "fgm" names are for Ali-Mikhail-Haq, Joe, Farlie-Gumbel-Morgenstern copulas.

Value

Numeric vector.

Author(s)

Josef Brejcha