EMPIRgridderinv2: Derivative Inverses of the Grid of the Bivariate Empirical...

In wasquith/copBasic: General Bivariate Copula Theory and Many Utility Functions

Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V

Description

Generate a gridded representation of the inverse of the derivatives of the bivariate empirical copula of U with respect to V. This function is the empirical analog to derCOPinv2.

Usage

EMPIRgridderinv2(empgrid=NULL, kumaraswamy=FALSE, dergrid=NULL, ...)

Arguments

empgrid	The grid from EMPIRgrid;
kumaraswamy	A logical to trigger Kumaraswamy smoothing of the conditional quantile function;
dergrid	The results of EMPIRgridder2 and if left NULL then that function is called internally. There is some fragility at times in the quality of the numerical derivative and the author has provided this argument so that the derivative can be computed externally and then fed to this inversion function; and
...	Additional arguments to pass.

Value

The gridded values of the inverse of the derivative of U with respect to V.

Author(s)

W.H. Asquith

See Also

EMPIRcop, EMPIRcopdf, EMPIRgrid, EMPIRgridder2, EMPIRgridderinv, EMPIRgridderinv2

Examples

# See examples under EMPIRgridderinv

wasquith/copBasic documentation built on Dec. 13, 2024, 6:39 p.m.