igl: IGL Copula Family Functions

In igcop: Computational Tools for the IG and IGL Copula Families

IGL Copula Family Functions

Description

Functions related to the IGL copula family, denoted by 'igl'.

Usage

qcondigl(p, u, alpha)

pcondigl(v, u, alpha)

qcondigl21(p, u, alpha)

pcondigl21(v, u, alpha)

pcondigl12(u, v, alpha)

qcondigl12(p, v, alpha)

digl(u, v, alpha)

pigl(u, v, alpha)

rigl(n, alpha)

logdigl(u, v, alpha)

Arguments

p	Vector of quantile levels between 0 and 1 to evaluate a quantile function at.
u, v	Vectors of values between 0 and 1 representing values of the first and second copula variables.
alpha	Single numeric >0; corresponds to parameter alpha in the IGL copula family.
n	Positive integer. Number of observations to randomly draw.

Value

Numeric vector of length equal to the length of the input vector(s).

Note

Inputting two vectors greater than length 1 is allowed, if they're the same length. Also, qcondigl21 and pcondigl21 are the same as qcondigl and pcondigl – they are the distributions of variable 2 given 1.

Examples

set.seed(1)
u <- runif(10)
v <- runif(10)
pigl(u, v, alpha = 1)
digl(u, v, alpha = 2)
logdigl(u, v, alpha = 0.4)
pcondigl21(v, u, alpha = 6)
qcondigl21(v, u, alpha = 6)
pcondigl12(u, v, alpha = 6)
qcondigl12(u, v, alpha = 6)
rigl(10, alpha = 3)

igcop documentation built on Nov. 14, 2023, 5:10 p.m.