Last data update: 2014.03.03

R: Multiple marginal inverse survival function for Liouville...
isliouvm_mR 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

family

family of the Liouville copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"

alphavec

vector of Dirichlet allocations (must be a vector of integers)

theta

parameter of the corresponding Archimedean copula

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