Description Usage Arguments Methods References
The h^{1} function represents the inverse of the h function with respect to its first argument. It should be defined for every copula used in a paircopula construction (or it will be evaluated numerically).
1  hinverse(copula, u, v, eps)

copula 
A bivariate 
u 
Numeric vector with values in [0,1]. 
v 
Numeric vector with values in [0,1]. 
eps 
To avoid numerical problems for extreme values, the values of

signature(copula = "copula")
Default definition of the h^{1} function for a bivariate copula.
This method is used if no particular definition is given for a copula.
The inverse is calculated numerically using the uniroot
function.
signature(copula = "indepCopula")
The h^{1} function of the Independence copula.
signature(copula = "normalCopula")
The h^{1} function of the normal copula.
signature(copula = "tCopula")
The h^{1} function of the t copula.
signature(copula = "claytonCopula")
The h^{1} function of the Clayton copula.
signature(copula = "frankCopula")
The h^{1} function of the Frank copula.
Aas, K. and Czado, C. and Frigessi, A. and Bakken, H. (2009) Paircopula constructions of multiple dependence. Insurance: Mathematics and Economics 44, 182–198.
Schirmacher, D. and Schirmacher, E. (2008) Multivariate dependence modeling using paircopulas. Enterprise Risk Management Symposium, Chicago.
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