vfclayton: Clayton Copula Variable Given Second One and Copula...
In vfcp: Computation of v Values for U and Copula C(U, v)

Description Usage Arguments Details Value Author(s) Examples

v for Clayton copula C(u, v) given probability C(u, v) and u.

1	vfclayton(C, u, tht)

`C`	Probability value of the Clayton copula. It can be a vector.
`u`	The first variable value of the `C(u, v)`. `u` can be a vector if `C` is a single. `u` is a matrix with `nrow = length(C)` if `C` is a vector.
`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 <- vfclayton(C, u, tht)
kop = claytonCopula(tht)
pCopula(cbind(u, v), kop)
#
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
vfclayton(C = Cf, u = mx , tht=7)
#          [,1]      [,2]      [,3]
# 0.3 0.3183261 0.3061926 0.3025859
# 0.4 0.4135555 0.4064530 0.4033610