H_inv: Inverse survival function if Monte-Carlo approximation is set...

In lcopula: Liouville Copulas

Inverse survival function if Monte-Carlo approximation is set to TRUE in liouv.maxim

Description

The function is used internally for optimization.

Usage

H_inv(u, alphavec, family, theta, MC = 100000L, TRUNC = FALSE)

Arguments

u	data at which to compute the survival inverse
alphavec	vector of Dirichlet allocations (must be a vector of integers)
family	family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
theta	parameter of the corresponding Archimedean copula
MC	number of Monte-Carlo points for evaluation
TRUNC	whether to truncate at low quantile. Will be based on numerical root finding for the lower 0.025 fraction of the data

Value

Inverse survival function values

Examples

## Not run: 
u <- rliouv(n = 100, family = "frank", alphavec <- c(2,3), theta = 1)
H_inv(u=u, family="frank", alphavec=c(2,3), theta=2)
#Difference between true value and approximation (can be large depending on family)
sum(abs(H_inv(u=u, family="frank", alphavec=c(2,3), theta=2)-
isliouv_m(u=u, family="frank", alphavec=c(2,3), theta=2)))

## End(Not run)

lcopula documentation built on May 29, 2024, 5:42 a.m.