vfex {vfcp} | R Documentation |
A vector v
is computed for C
and numeric probability
vector u
.
vfex(C, u, th, fm)
C |
Copula probability. It is a single value. |
u |
Probability vector. All its components are greater than |
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. |
Numeric vector.
Josef Brejcha