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Compute the inverse of a numerical partial derivative for
derCOPinv2(cop=NULL, v, t, trace=FALSE,
delv=.Machine$double.eps^0.50, para=NULL, ...)
Value(s) for the derivative inverse are returned.
A copula function;
A single nonexceedance probability
A single nonexceedance probability level
A logical controlling a message
on whether the signs on the uniroot
are the same---this is helpful in exploring the numerical derivative limits of a given implementation of a copula.
The
Vector of parameters or other data structure, if needed, to pass to cop
; and
Additional arguments to pass to the copula.
W.H. Asquith
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
derCOP2