criticalTriple: calculate critical triples

Description Usage Arguments Value Note Author(s) See Also Examples

Description

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

Usage

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criticalTriple(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 third 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

criticalPair

Examples

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w <- criticalTriple(frankCopula(0.7,dim=3), 0.9, c(.97,.97), c(1,2))

# check the triple
pCopula(c(0.97, 0.97, w), frankCopula(0.7, dim=3))

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