Description Usage Arguments Value Note Author(s) See Also Examples
For two given arguments, the third argument is calculated for a given critical level (cumulated probability level) and copula.
1 | criticalTriple(copula, cl, u, ind, tol=sqrt(.Machine$double.eps))
|
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 |
The third argument for which the given critical level (cumulative probability level) is achieved.
optimise
is used to find the third argument.
Benedikt Graeler
1 2 3 4 |
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