qCopula_u: The inverse of a bivariate copula given u or v

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

Description

The inverse of a bivariate copula is calculated for a given u or v respectively.

Usage

qCopula_u(copula, p, u, ...)
qCopula_v(copula, p, v, ...)

Arguments

copula	the copula of interest
p	the probability level p
u	the conditioning variable u
v	the conditioning variable v
...	Passed on to optim in the background.

Details

The evaluation is done numerically using either optim or optimise.

Value

A matrix having the same number of rows as the length of u or v respectively.

Author(s)

Benedikt Graeler

Examples

uv <- qCopula_u(asCopula(c(-1,1)), p=rep(0.9,10), u=runif(10,0.9,1))
pCopula(uv,asCopula(c(-1,1)))-0.9

uv <- qCopula_v(asCopula(c(-1,1)), p=rep(0.9,10), v=runif(10,0.9,1))
pCopula(uv,asCopula(c(-1,1)))-0.9

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