Description Usage Arguments Value Note Author(s) See Also Examples
View source: R/returnPeriods.R
For a given argument, the second argument is calculated for a given critical level (cumulated probability level) and copula.
1 | criticalPair(copula, cl, u, ind, tol=sqrt(.Machine$double.eps))
|
copula |
The three-dimensional copula. |
cl |
The critical level (cumulative probability level). |
u |
The two given arguments. |
ind |
The index of the given arguments. |
tol |
The tolerance value as used by |
The second argument for which the given critical level (cumulative probability level) is achieved.
optimise
is used to find the third argument.
Benedikt Graeler
1 2 | v <- criticalPair(frankCopula(0.7), 0.9, u=.97, 1)
pCopula(c(0.97, v),frankCopula(0.7))
|
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