# PairCopulaInvHfun

Computing the inverse of the h-function of a pair-copula

## Purpose

The function computes the inverse of the h-function, (i.e., the inverse of the conditional distribution function of U1|U2 in the first argument, given U2=u2, evaluated at u1. Possible copula families:

``````       0   Indep
1   AMH
2   AsymFGM
3   BB1
4   BB6
5   BB7
6   BB8
7   Clayton
8   FGM
9   Frank
10  Gaussian
11  Gumbel
12  IteratedFGM
13  Joe
14  PartialFrank
15  Plackett
16  Tawn1
17  Tawn2
18  Tawn
19  t
``````

## Usage

``````           U = PairCopulaHfun(family,u1,u2,theta)
Rotated pair-copulas
U = PairCopulaHfun(family,u1,u2,theta,rotation)
``````

## Inputs

``````   family    = The copula family.
u1        = A (n x 1) dimensional vector of values lying in [0,1].
u2        = A (n x 1) dimensional vector of values lying in [0,1].
theta     = The parameter vector for the pair-copula.
rotation  = The degree of rotation, i.e., either 90, 180 or 270. No
rotation is achieved by letting the rotation argument
empty or by choosing 0 rotation.
``````

## Outputs

``````  U          = The value of the inverse h-function evaluated at u1,
given U2 = u2.
``````