lcopula (version 1.0.7)

H_inv: Inverse survival function if Monte-Carlo approximation is set to TRUE in liouv.maxim

Description

The function is used internally for optimization.

Usage

H_inv(u, alphavec, family, theta, MC = 100000L, TRUNC = FALSE)

Value

Inverse survival function values

Arguments

u

data at which to compute the survival inverse

alphavec

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

family

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

theta

parameter of the corresponding Archimedean copula

MC

number of Monte-Carlo points for evaluation

TRUNC

whether to truncate at low quantile. Will be based on numerical root finding for the lower 0.025 fraction of the data

Examples

if (FALSE) {
u <- rliouv(n = 100, family = "frank", alphavec <- c(2,3), theta = 1)
H_inv(u=u, family="frank", alphavec=c(2,3), theta=2)
#Difference between true value and approximation (can be large depending on family)
sum(abs(H_inv(u=u, family="frank", alphavec=c(2,3), theta=2)-
isliouv_m(u=u, family="frank", alphavec=c(2,3), theta=2)))
}