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

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

Description

Methods for function invdduCopula 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 invdduCopula for the asCopula.

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

Closed form evaluation of invdduCopula for the claytonCopula.

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

Closed form evaluation of invdduCopula for the cqsCopula.

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

Closed form evaluation of invdduCopula for the frankCopula.

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

Closed form evaluation of invdduCopula for the indepCopula.

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

Closed form evaluation of invdduCopula for the normalCopula.

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

Numerical evaluation of invdduCopula for the spCopula.

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

Numerical evaluation of invdduCopula for the stCopula.

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