vfcp: Computation of v Values for U and Copula C(U, v)
Version 1.4.0

Computation the value of one of two uniformly distributed marginals if the copula probability value is known and the value of the second marginal is also known. Computation and plotting corresponding cumulative distribution function or survival function. The numerical definition of a common area limited by lines of the cumulative distribution function and survival function. Approximate quantification of the probability of this area. In addition to 'amh', the copula dimension may be larger than 2.

Package details

AuthorJosef Brejcha
Date of publication2017-10-27 13:02:22 UTC
MaintainerJosef Brejcha <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the vfcp package in your browser

Any scripts or data that you put into this service are public.

vfcp documentation built on Nov. 17, 2017, 7:59 a.m.