Computation of v Values for U and Copula C(U, v)

Computation the value of one of two uniformly distributed marginals if the copula probability value is known and the value of the second marginal is also known. Computation and plotting corresponding cumulative distribution function or survival function. The numerical definition of a common area limited by lines of the cumulative distribution function and survival function. Approximate quantification of the probability of this area. In addition to 'amh', the copula dimension may be larger than 2.


News

Changes in version 1.4.0

o New idea of probability calculation for space defined by CDF
  and copula survival function. Its use accelerated the calculation
  of this probability. At the same time, it recently allowed us
  to carry out this calculation even for a copula dimension greater
  than 2. Not for 'amh' and 'fgm' copulas.

o New functions have been inserted, namely:
  'gentruk', 'kopula', 'prosim', 'trimeze', 'vfenuo'.

o The following functions have been deleted as unnecessary:
  'CSmeze', 'CSmezesi', 'vfmargi', 'vfpint', 'vfplot', 'vfprip',
  'vfpsae', 'vfpsimsi', 'vfeduo', 'fxa'.

Changes in Version 1.3.0

o Canceling the 'gaussian' copula option.

o Fix the end of 'vfex'. Now you can not 'joe' as 'gaussian'.

o A check has been added to the functions c('vfclayton',
  'vffrank', 'vfgumbel', 'vfjoe', 'vfalihaq') whether '0 <= u <= 1'.

o Added three functions: 'CSmezesi', 'vfpsimsi', 'vfpsae'.

Changes in Version 1.2.0

o The name copula 'alihaq' has been changed to 'amh' as shown
  in the 'copula' package.

o Added four functions: 'fxa', 'prunikus', 'CSmeze', 'vfpint'.
  Their use is demonstrated in the examples in the help for 'CSmeze'.

o 'Vfpripo': Originally was only the first component of the vector
  'pro' smaller than 1. Now, there may be more, but just behind
  a 'pro[i + 1] < pro[i]', i = 1, ... , k.

o In NAMESPACE, the missing 'vfex' is added.

o Added distributions 'BetaPrime' and 'Beta'.

o Added 'vfeduo' to compute expected values of marginals.

o Added option 'ped' into 'vfploto' to applicate 'vfeduo'.

Changes in Version 1.1.0

o Fixed 'vfalihaq'.

o Examples have been added to help for 'vfalihaq', 'vfjoe' and 'vffgm'.

o Next to 'vfplot' is newly 'vfploto'.

o Instead of the 'vfprip' are 'vfpripo' or 'vfprifo' with vector parameter 'pro' as a substitute for 'hom' and 'jm'.

o Duo 'vfmrg' and 'vfex' replace 'vfmargi'.

o 'vfploto' uses 'vfpripo' or 'vfprfo' and 'vfmrg' and 'vfex' as well.

o Original functions remained in the package.

Reference manual

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install.packages("vfcp")

1.4.0 by Josef Brejcha, a year ago


Browse source code at https://github.com/cran/vfcp


Authors: Josef Brejcha


Documentation:   PDF Manual  


GPL (>= 3) license


Depends on copula, extraDistr, stringr

Suggests knitr, rmarkdown


See at CRAN