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.
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.