Description Usage Arguments Value Examples
Similar to dCopula()
and pCopula()
the function
dduCopula
evaluates the partial derivative
d C(u,v)/du and the function
ddvCopula
evaluates the partial derivative
d C(u,v)/dv of the provided
copula.
1 |
u |
Pairs of values for which the partial derivative should be evaluated. |
copula |
The copula object representing the family member of interest. |
... |
additional arguments can be passed on to the underlying functions. |
A vector of the evaluated partial derivatives of the same length as
rows in u
.
1 2 3 4 5 6 7 8 9 10 11 12 13 | library(copula)
BB1Cop <- BB1Copula()
BB1CopSmpl <- rCopula(100, BB1Cop)
# conditional probabilities of a Gaussian copula given u
BB1GivenU <- dduCopula(BB1CopSmpl, BB1Cop)
# vs. conditional probabilities of a Gaussian copula given v
BB1GivenV <- ddvCopula(BB1CopSmpl[, c(2, 1)], BB1Cop)
plot(BB1GivenU, BB1GivenV)
abline(0, 1)
|
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