Description Usage Arguments Details Value Author(s) Examples
v
for Clayton copula C(u, v)
given probability
C(u, v)
and u
.
1 |
C |
Probability value of the Clayton 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 | 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
|
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