vffgm: Farlie-Gumbel-Morgenstern Copula Variable Given Second One...
In vfcp: Computation of v Values for U and Copula C(U, v)

Description Usage Arguments Details Value Author(s) References Examples

v for Farlie-Gumbel-Morgenstern copula C(u, v) given probability C(u, v) and u.

1	vffgm(C, u, tht)

`C`	Probability value of the Farlie-Gumbel-Morgenstern 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

A.K. SUZUKI, F. LOUZADA and V.G. CANCHO, On estimation and influence diagnostics for a Bivariate Promotion Lifetime Model Based on the FGM Copula: A Fully Bayesian Computation, Tend<cb><86>encias em Matem<c2><b4> atica Aplicada e Computacional, 14, N. 3 (2013), 441-461, http://www.scielo.br/pdf/tema/v14n3/a14v14n3.pdf

require(copula)
C = 0.3
tht = 0.5
u = c(0.35, 0.40, 0.45)
v <- vffgm(C, u, tht)
kfgm <- fgmCopula(tht)
pCopula(c(u, v), kfgm)
#
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
vffgm(C = Cf, u = mx , tht=0.5)
#          [,1]      [,2]      [,3]
# 0.3 0.8064052 0.6853009 0.6007056
# 0.4 0.7535751 0.6781648 0.6195239