criticalPair: Calculate Critical Pairs

In spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

For a given argument, the second argument is calculated for a given critical level (cumulated probability level) and copula.

Usage

criticalPair(copula, cl, u, ind, tol=sqrt(.Machine$double.eps))

Arguments

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 optimise

Value

The second argument for which the given critical level (cumulative probability level) is achieved.

Note

optimise is used to find the third argument.

Author(s)

Benedikt Graeler

See Also

criticalTriple

Examples

v <- criticalPair(frankCopula(0.7), 0.9, u=.97, 1)
pCopula(c(0.97, v),frankCopula(0.7))

spcopula documentation built on May 2, 2019, 4:49 p.m.