vfgumbel {vfcp} | R Documentation |
v
for Gumbel copula C(u, v)
given probability
C(u, v)
and u
.
vfgumbel(C, u, tht)
C |
Probability value of the Gumbel 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 <- 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