vfgumbel: Gumbel 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 Gumbel copula C(u, v) given probability C(u, v) and u.

1	vfgumbel(C, u, tht)

`C`	Probability value of the Gumbel 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 <- vfgumbel(C, u, tht)
kop = gumbelCopula(tht)
pCopula(cbind(u, v), kop)
#
vfgumbel(c(0.3, 0.4), u = rbind(seq(0.35, 0.45, 0.05),
  seq(0.45, 0.55, 0.05)), 8)
#           [,1]      [,2]      [,3]
# [1,] 0.3184504 0.3053987 0.3017235
# [2,] 0.4184819 0.4051936 0.4015295