linkCop: Link to copula parameter
In CopulaGAMM: Copula-Based Mixed Regression Models
linkCop R Documentation
Link to copula parameter
Description
Computes the copula parameters given a linear combination of covariates.
Usage
linkCop(th, family = "clayton")
Arguments
th
vector of linear combinations
family
copula family: "gaussian" , "t" , "clayton" , "claytonR" , "frank" , "gumbel", "gumbelR".
Value
cpar
Associated copula parameters
hder
Derivative of link function
Author(s)
Pavel Krupskii and Bruno N. Remillard, January 20, 2023
References
Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models
Examples
out = linkCop(-1,"gaussian")
CopulaGAMM documentation built on June 22, 2024, 10:58 a.m.
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| linkCop | R Documentation |
Link to copula parameter
Description
Computes the copula parameters given a linear combination of covariates.
Usage
linkCop(th, family = "clayton")
Arguments
th |
vector of linear combinations |
family |
copula family: "gaussian" , "t" , "clayton" , "claytonR" , "frank" , "gumbel", "gumbelR". |
Value
cpar |
Associated copula parameters |
hder |
Derivative of link function |
Author(s)
Pavel Krupskii and Bruno N. Remillard, January 20, 2023
References
Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models
Examples
out = linkCop(-1,"gaussian")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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