Description Usage Arguments Details Value Author(s) Examples
v
for Ali-Mikhail-Haq copula C(u, v)
given probability
C(u, v)
and u
.
1 |
C |
Probability value of the Ali-Mikhail-Haq 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
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 | require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vfalihaq(C, u, tht)
kali <- archmCopula(family = "amh", param = tht, dim = 2)
pCopula(cbind(u, v), kali)
#
Cf <- c(0.3, 0.4)
mx <- matrix(c(seq(0.35, 0.45, 0.05), seq(0.5, 0.6, 0.05)),
nrow = 2, ncol = 3, byrow = TRUE)
rownames(mx) <- Cf
vfalihaq(C = Cf, u = mx , tht=0.5)
# [,1] [,2] [,3]
# 0.3 0.8019802 0.6774194 0.5918367
# 0.4 0.7500000 0.6739130 0.6153846
|
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