ccylcop | R Documentation |
Calculates the conditional distributions and their inverses of circular-linear copulas and 2-dimensional linear-linear copulas.
ccylcop(u, copula, cond_on = 2, inverse = FALSE, ...) ## S4 method for signature 'Copula' ccylcop(u, copula, cond_on, inverse) ## S4 method for signature 'cyl_cubsec' ccylcop(u, copula, cond_on = 2, inverse = FALSE) ## S4 method for signature 'cyl_quadsec' ccylcop(u, copula, cond_on = 2, inverse = FALSE) ## S4 method for signature 'cyl_rect_combine' ccylcop(u, copula, cond_on = 2, inverse = FALSE) ## S4 method for signature 'cyl_rot_combine' ccylcop(u, copula, cond_on = 2, inverse = FALSE) ## S4 method for signature 'cyl_vonmises' ccylcop(u, copula, cond_on = 2, inverse = FALSE)
u |
matrix (or vector) of numeric values in [0,1]^2, containing as first column the circular (periodic) and as second the linear dimension. |
copula |
R object of class ' |
cond_on |
column number of |
inverse |
logical indicating whether the inverse of the conditional copula is calculated. |
... |
additional arguments. |
This is a generic that calls the function copula::cCopula()
for 2-dimensional 'Copula
' objects from the 'copula'
package for which copula::cCopula()
is available. If
copula::cCopula()
is not available, the conditional copula is
calculated numerically. For 'cyl_copula
' objects,
the conditional copula is calculated analytically or numerically
(depending on the copula and the values of u
).
Note that the input arguments and the
output of cylcop::ccylcop()
differ from those of
copula::cCopula()
.
A vector containing the values of the distribution of the copula at
u[,-cond_on]
conditional on the values of u[,cond_on]
.
Nelsen2006cylcop
\insertRefHodelmethodcylcop
copula::cCopula()
cop <- cyl_quadsec(0.1) #calculate C_u(v) with u = 0.1 and v = 0.5 cylcop::ccylcop(u = c(0.1, 0.5), copula = cop, cond_on = 1, inverse = FALSE) #calculate C^-1_v(u) with u = 0.1 and v = 0.5 and with u = 0.4 and v = 0.2 cylcop::ccylcop(u = rbind(c(0.1, 0.5), c(0.4, 0.2)), copula = cop, cond_on = 2, inverse = TRUE)
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