qcondcop: Bivariate copula conditional quantile functions

qcondcopR Documentation

Bivariate copula conditional quantile functions

Description

Bivariate copula conditional quantile functions

Usage

qcondbvn(p,u,cpar)
qcondfrk(p,u,cpar)
qcondcln(p,u,cpar)
qcondcln90(p,u,cpar)
qcondcln270(p,u,cpar)

Arguments

u

conditioning value in interval 0,1; could be a vector

p

quantile in interval 0,1; could be a vector

cpar

copula parameter: scalar.

Details

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.

Value

inverse conditional cdf value(s)

References

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.

See Also

dcop rcop


CopulaREMADA documentation built on Aug. 7, 2022, 5:15 p.m.