void PairCopulaInvVfun_VecPar(int family, const double *theta, double *U, double *V, double *u, unsigned int n)
{
unsigned int i;
switch(family){
case 2:
{
// 1 Parameter: AsymFGM
double UU, VV;
for (i=0;i<n;i++)
{
UU = CheckBounds(U[i]);
VV = CheckBounds(V[i]);
u[i] = invvfun_bisect(family,theta[i],UU,VV,n);
}
break;
}
case 16: case 17:
{
// 2 Parameters: Tawn1, Tawn2
double UU, VV;
for (i=0;i<n;i++)
{
UU = CheckBounds(U[i]);
VV = CheckBounds(V[i]);
u[i] = invvfun_bisect(family,theta[i],theta[i+n],UU,VV,n);
}
break;
}
case 18:
{
// 3 Parameters: Tawn
double UU, VV;
for (i=0;i<n;i++)
{
UU = CheckBounds(U[i]);
VV = CheckBounds(V[i]);
u[i] = invvfun_bisect(family,theta[i],theta[i+n],theta[i+2*n],UU,VV,n);
}
break;
}
default:
{
// symmetric copulas
PairCopulaInvHfun_VecPar(family, theta, V, U, u, n);
break;
}
}
return;
}
void PairCopulaInvVfun_VecPar(int family, int rotation, const double *theta, double *U, double *V, double *u, unsigned int n)
{
if(rotation>0)
{
Rotate_Obs(U,V,rotation,n);
}
unsigned int i;
switch(rotation){
case 0:
{
PairCopulaInvVfun_VecPar(family, theta, U, V, u, n);
break;
}
case 90:
{
PairCopulaInvHfun_VecPar(family, theta, V, U, u, n);
break;
}
case 180:
{
PairCopulaInvVfun_VecPar(family, theta, U, V, u, n);
for (i=0;i<n;i++) u[i]=1-u[i];
break;
}
case 270:
{
PairCopulaInvHfun_VecPar(family, theta, V, U, u, n);
for (i=0;i<n;i++) u[i]=1-u[i];
break;
}
}
return;
}
// FunctionID 6: PCInvHfun
void PCInvHfun(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
{
//declare variables
double *U, *V, *theta, *u, *Rotation;
double *Family;
int family, rotation;
unsigned int n, N;
//figure out dimensions
n = (unsigned int)mxGetM(prhs[2]);
N = (unsigned int)mxGetM(prhs[4]);
//associate inputs
Family = mxGetPr(prhs[1]);
family = (int) *Family;
theta = mxGetPr(prhs[4]);
//associate outputs
plhs[0] = mxCreateDoubleMatrix(n,1,mxREAL);
u = mxGetPr(plhs[0]);
if (N == n)
{
if (nrhs==6 && !mxIsEmpty(prhs[5]))
{
mxArray *U_in, *V_in;
U_in = mxDuplicateArray(prhs[2]);
V_in = mxDuplicateArray(prhs[3]);
U = mxGetPr(U_in);
V = mxGetPr(V_in);
Rotation = mxGetPr(prhs[5]);
rotation = (int) *Rotation;
PairCopulaInvHfun_VecPar(family,rotation,theta,U,V,u,n);
}
else
{
U = mxGetPr(prhs[2]);
V = mxGetPr(prhs[3]);
PairCopulaInvHfun_VecPar(family,theta,U,V,u,n);
}
}
else
{
if (nrhs==6 && !mxIsEmpty(prhs[5]))
{
mxArray *U_in, *V_in;
U_in = mxDuplicateArray(prhs[2]);
V_in = mxDuplicateArray(prhs[3]);
U = mxGetPr(U_in);
V = mxGetPr(V_in);
Rotation = mxGetPr(prhs[5]);
rotation = (int) *Rotation;
PairCopulaInvHfun(family,rotation,theta,U,V,u,n);
}
else
{
U = mxGetPr(prhs[2]);
V = mxGetPr(prhs[3]);
PairCopulaInvHfun(family,theta,U,V,u,n);
}
}
return;
}
