InvGenEval: Inverse Generator function utility
In AlexanderRitz/copR: Archimedean Copulas (copR)
Description
Usage
Arguments
Value
References
Description
Applies appropriate inverted generator function to input, based on supplied
copula object.
Usage
1
invgeneval(s, copula)
Arguments
s
double. Input for the inverted generator function to be applied.
copula
A copula object. Decides form of generator function.
Value
The value of the inverse generator function of the given copula
object at input x.
References
Hofert et al. (2018). Elements of Copula Modeling with R.
Springer.
Frees and Valdez (1998). Understanding Relationships Using Copulas. North
American Actuarial Journal 2(1):1-25. January 1998
AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.
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Description Usage Arguments Value References
Description
Applies appropriate inverted generator function to input, based on supplied copula object.
Usage
1 | invgeneval(s, copula)
|
Arguments
s |
double. Input for the inverted generator function to be applied. |
copula |
A copula object. Decides form of generator function. |
Value
The value of the inverse generator function of the given copula object at input x.
References
Hofert et al. (2018). Elements of Copula Modeling with R. Springer.
Frees and Valdez (1998). Understanding Relationships Using Copulas. North American Actuarial Journal 2(1):1-25. January 1998
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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