How to solve an equation that include an array variable inside a copula function?
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I want to solve an equation that has two variables x and y where x is (for example) normally distributed and y is inside a copula function. For example:
J = 100;
x = normrnd(3.7,1,[1 J]);
rho = 0.5; nu = 1; % t copula parameters
u = ksdensity(x',x','function','cdf'); % estimating the CDF of x
% The equation between variables x and y is:
syms y
v = ksdensity(y',y','function','cdf'); % Estimating the CDF of unknown...
% variable y to be used for copula construction
f = copulapdf('t',[u v],rho,nu); % copula of CDF(x) and CDF of unknown variable y
eqn = f == x.*y;
solx = solve(eqn,y)
I know that the code above is wrong; I just wrote it to help you understand the problem.
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