Dears,

I am writing sice having question about your R package "copula".

I am using this package to fit my data with some of the 22 copulas mentioned
in Nelsen 1999.

However, when trying random number generator I have got some difficulties.
For example when I have familie number A13 where cupola is equal to

C(u,v) = exp(1-((1-log(u))^theta+(1-log(v))^theta-1)^(1/theta))

devuv = (exp(1 - (-1 + (1 - log(u))^theta + (1 -
log(v))^theta)^theta^(-1))*(1 - log(u))^(-1 + theta)*(-1 + theta + (-1 + (1
- log(u))^theta + (1 - log(v))^theta)^theta^(-1))*(-1 + (1 - log(u))^theta +
(1 - log(v))^theta)^(-2 + theta^(-1))*(1 - log(v))^(-1 + theta))/(u*v)

devu = (exp(1 - (-1 + (1 - log(u))^theta + (1 -
log(v))^theta)^theta^(-1))*(1 - log(u))^(-1 + theta)*(-1 + (1 -
log(u))^theta + (1 - log(v))^theta)^(-1 + theta^(-1)))/u

phi = (1-log(t))^theta-1

devphi = - ((theta*(1 - log(t))^(-1 + theta))/t)

K(t) = t - ((1-log(t))^theta-1) / (-((theta*(1 - log(t))^(-1 + theta))/t))

I am always meeting some difficulies to random generate data. Or to make a
program code to count inverse function of my phi which should help in the
algorithm to generate data.

It would be grateful if you could help me.

Thanks a lot.

-- 
Mgr. Rastislav Matúš

PhD. Student

Department of Land and Water Resources Management
Faculty of Civil Engineering
Slovak University of Technology

Blok C, 12. posch.,
Radlinského 11,
813 68 Bratislava 15,
EUROPE

BUREAU: Tel.: +421 2 59274 622, fax: +421 2 52923575
PERSONAL: +421 908 623450
E-mail: matus@svf.stuba.sk
www.kvhk.sk

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