hplac: Conditional distribution of Plackett copula

In CopulaInference: Estimation and Goodness-of-Fit of Copula-Based Models with Arbitrary Distributions

Conditional distribution of Plackett copula

Description

This function computes the conditional distribution of the Plackett copula with parameter par>0.

Usage

hplac(data, cond_var, rotation = 0, par)

Arguments

data	Matrix (x,y) of size n x 2
cond_var	Conditioning variable (1 or 2)
rotation	Rotation: 0 (default value), 90, 180, or 270.
par	Copula parameter >0

Value

h	Conditional cdf

Examples

hplac(c(0.5,0.8),1,270,3)

CopulaInference documentation built on April 21, 2023, 9:07 a.m.