EMPIRgridderinv

Generate a gridded representation of the inverse of the derivatives of the bivariate empirical copula of \(V\) with respect to \(U\). This function is the empirical analog to <code>derCOPinv</code>.

derivative

empirical copula

empirical copula (derivative inverses)

Extensive functions for bivariate copula (bicopula) computations and related operations
for bicopula theory. The lower, upper, product, and select other bicopula are implemented along
with operations including the diagonal, survival copula, dual of a copula, co-copula, and
numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical
derivatives and inverses of a bicopula are provided through which simulation is implemented.
Bicopula composition, convex combination, asymmetry extension, and products also are provided.
Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau,
Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-
Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and
positive/negative quadrant dependency, left (right) increasing (decreasing) are available.
Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and
Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

William Asquith

copBasic

General Bivariate Copula Theory and Many Utility Functions

EMPIRgridderinv function

<dl> <dt>empgrid</dt>
<dd>The grid from <code>EMPIRgrid</code>;</dd> <dt>kumaraswamy</dt>
<dd>A logical to trigger Kumaraswamy smoothing of the conditional quantile function;</dd> <dt>dergrid</dt>
<dd>The results of <code>EMPIRgridder</code> and if left <code>NULL</code> then that function is called internally. There is some fragility at times in the quality of the numerical derivative and the author has provided this argument so that the derivative can be computed externally and then fed to this inversion function; and</dd> <dt>...</dt>
<dd>Additional arguments to pass.</dd></dl>

Arguments

Author

Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U — EMPIRgridderinv

<dl>

 <dt>empgrid</dt>
<dd>The grid from <code>EMPIRgrid</code>;</dd>

 <dt>kumaraswamy</dt>
<dd>A logical to trigger Kumaraswamy smoothing of the conditional quantile function;</dd>

 <dt>dergrid</dt>
<dd>The results of <code>EMPIRgridder</code> and if left <code>NULL</code> then that function is called internally. There is some fragility at times in the quality of the numerical derivative and the author has provided this argument so that the derivative can be computed externally and then fed to this inversion function; and</dd>

 <dt>...</dt>
<dd>Additional arguments to pass.</dd>

</dl>

EMPIRgridderinv: Derivative Inverses of the Grid of the Bivariate Empirical Copula for V with respect to U

Description

Usage

Value

Arguments

Author

See Also