invddvCopula-methods: Methods for Function 'invddvCopula' in Package 'spcopula'

Description Methods

Description

Methods for function invddvCopula in package spcopula

Methods

signature(u = "ANY", copula = "ANY", y = "ANY")

The inverse of the partial derivative of a copula is evaluated. For a given u and y a v is returned such that C(u,v)=y. In case no closed form is known, the evaluation is done numerically using optimise.

signature(u = "numeric", copula = "asCopula", y = "numeric")

Closed form evaluation of invddvCopula for the asCopula.

signature(u = "numeric", copula = "claytonCopula", y = "numeric")

Closed form evaluation of invddvCopula for the claytonCopula.

signature(u = "numeric", copula = "cqsCopula", y = "numeric")

Closed form evaluation of invddvCopula for the cqsCopula.

signature(u = "numeric", copula = "frankCopula", y = "numeric")

Closed form evaluation of invddvCopula for the frankCopula.

signature(u = "numeric", copula = "indepCopula", y = "numeric")

Closed form evaluation of invddvCopula for the indepCopula.

signature(u = "numeric", copula = "normalCopula", y = "numeric")

Closed form evaluation of invddvCopula for the normalCopula.

signature(u = "numeric", copula = "spCopula", y = "ANY")

Numerical evaluation of invddvCopula for the spCopula.

signature(u = "numeric", copula = "stCopula", y = "ANY")

Numerical evaluation of invddvCopula for the stCopula.


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