pcondcop | R Documentation |
Bivariate copula conditional distribution functions
pcondbvn(v,u,cpar)
pcondfrk(v,u,cpar)
pcondcln(v,u,cpar)
pcondcln90(v,u,cpar)
pcondcln270(v,u,cpar)
v |
conditioning value in interval 0,1; could be a vector |
u |
value in interval 0,1; could be a vector |
cpar |
copula parameter: scalar. |
Choices appending 'cop' are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
See help page for dcop
for the abbreviations of the copula names.
inverse conditional cdf value(s)
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
dcop
rcop
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