vfgumbel {vfcp}

Gumbel Copula Variable Given Second One and Copula Probability

Description

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

Usage

vfgumbel(C, u, tht)

Arguments

C

Probability value of the Gumbel 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

Examples

C <- 0.3
tht <- 6
u <- c(0.35, 0.4, 0.45)
v <- vfgumbel(C, u, tht)
kop = gumbelCopula(tht)
pCopula(cbind(u, v), kop)
#
vfgumbel(c(0.3, 0.4), u = rbind(seq(0.35, 0.45, 0.05),
  seq(0.45, 0.55, 0.05)), 8)
#           [,1]      [,2]      [,3]
# [1,] 0.3184504 0.3053987 0.3017235
# [2,] 0.4184819 0.4051936 0.4015295