Last data update: 2014.03.03
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R: Multiple marginal inverse survival function for Liouville...
isliouvm_m | R Documentation |
Multiple marginal inverse survival function for Liouville copulas
Description
Multiple marginal inverse survival function for Liouville copulas
Usage
isliouvm_m(u, family, alphavec, theta)
Arguments
u |
vector of survival probabilities
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family |
family of the Liouville copula. Either "clayton" , "gumbel" , "frank" , "AMH" or "joe"
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alphavec |
vector of Dirichlet allocations (must be a vector of integers)
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theta |
parameter of the corresponding Archimedean copula
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Value
a vector of same length as u with the quantile at 1-u
Examples
u <- rliouv(n = 100, family = "clayton", alphavec <- c(2,3), theta = 2)
isliouvm_m(u=u, family="clayton", alphavec=c(2,3), theta=2)
Results
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