vffrank {vfcp} | R Documentation |
v
for Frank copula C(u, v)
given probability
C(u, v)
and u
.
vffrank(C, u, tht)
C |
Probability value of the Frank copula. It can be a vector. |
u |
The first variable value of the |
tht |
Copula parameter |
The value of the u
must be grater than C
.
The value of the second variable depending on the first variable and copula probability value.
Josef Brejcha
C <- 0.3
tht <- 6
u <- c(0.35, 0.4, 0.45)
v <- vffrank(C, u, tht)
kop = frankCopula(tht)
pCopula(cbind(u, v), kop)