| numerical_inv_conditional_cop | R Documentation |
Numerically calculate the inverse of the conditional copula
numerical_inv_conditional_cop(u, copula, cond_on)
u |
matrix or vector of numeric
values in |
copula |
R object of class ' |
cond_on |
column number of |
A vector containing the values of the inverse distribution of the copula at
[u,-cond_on] conditional on the values of [u,cond_on].
Hodelmethodcylcop
\insertRefHodelapplcylcop
ccylcop(), numerical_conditional_cop().
cop <- cyl_quadsec(0.1)
u <- cbind(c(0.3, 0.1), c(0.7, 0.3))
numerical_inv_conditional_cop(u = u, cop = cop, cond_on = 1)
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