genInvKenFun: Generate the inverse Kendall distribution function

Description Usage Arguments Value Author(s) See Also Examples

View source: R/returnPeriods.R

Description

The inverse of a (empirical) Kendall distribution function is generated based on numerical inversion using optimise.

Usage

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genInvKenFun(kenFun, tol)

Arguments

kenFun

The (empirical) Kendall distribution function to be inverted.

tol

Tolerance passed on to optimise.

Value

The inverse of a Kendall distribution function as a function.

Author(s)

Benedikt Graeler

See Also

genEmpKenFun and getKendallDistr for the Kendall distribution function.

Examples

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frankKenDistrFun <- getKendallDistr(frankCopula(.5))
frankInvKenDistrFun <- genInvKenFun(frankKenDistrFun)

frankInvKenDistrFun(.8)
frankKenDistrFun(frankInvKenDistrFun(.8))

BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.