vffgm {vfcp}

Farlie-Gumbel-Morgenstern Copula Variable Given Second One and Copula Probability

Description

v for Farlie-Gumbel-Morgenstern copula C(u, v) given probability C(u, v) and u.

Usage

vffgm(C, u, tht)

Arguments

C

Probability value of the Farlie-Gumbel-Morgenstern 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

Details

The value of the u must be grater than C.

Value

The value of the second variable depending on the first variable and copula probability value.

Author(s)

Josef Brejcha

References

A.K. SUZUKI, F. LOUZADA and V.G. CANCHO, On estimation and influence diagnostics for a Bivariate Promotion Lifetime Model Based on the FGM Copula: A Fully Bayesian Computation, Tendˆencias em Matem´ atica Aplicada e Computacional, 14, N. 3 (2013), 441-461, http://www.scielo.br/pdf/tema/v14n3/a14v14n3.pdf

Examples

require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vffgm(C, u, tht)
kfgm <- fgmCopula(tht)
pCopula(c(u, v), kfgm)
#
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
vffgm(C = Cf, u = mx , tht=0.5)
#          [,1]      [,2]      [,3]
# 0.3 0.8064052 0.6853009 0.6007056
# 0.4 0.7535751 0.6781648 0.6195239