factorcopcdf: Bivariate marginal copula cdfs for 1-factor and 2-factor...
In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description Usage Arguments Value See Also Examples

Bivariate marginal copula cdfs for 1-factor and 2-factor copula models

pfact1cop(u1,u2,pcondcop,param,nq)
pcondfact1(u2,u1,pcondcop,dcop,param,nq)
dfact1cop(u1,u2,dcop,param,nq)
pfact2cop(u1,u2,pcondcop1,pcondcop2,param1,param2,nq)
pcondfact2(u2,u1,pcondcop1,pcondcop2,dcop1,dcop2,param1,param2,nq)
dfact2cop(u1,u2,pcondcop1,dcop1,dcop2,param1,param2,nq)
pfact1frk(u1,u2,param)  # nq defaulted to 35 etc
pfact2frk(u1,u2,pmatrix)  # nq defaulted to 35 etc

`u1`	vector of values in interval 0,1;
`u2`	vector of values in interval 0,1; same length as u1
`param`	vector of length 2 or 2xq matrix where q is number of parameters
`param1`	vector of length 2 or 2xq matrix where q is number of parameters for the bivariate copula (e.g. BB1) in pcondcop; parameters that link observed variables to latent factor 1
`param2`	vector of length 2, parameters that link observed variables to latent factor 2
`pcondcop`	function for conditional cdf of linking copula for 1-factor model
`pcondcop1`	function for conditional cdf of linking copula for factor 1 for 2-factor model
`pcondcop2`	function for conditional cdf of linking copula for factor 1 for 2-factor model
`dcop`	function for pdf of linking copula for 1-factor model
`dcop1`	function for pdf of linking copula for factor 1 for 2-factor model
`dcop2`	function for pdf of linking copula for factor 2
`nq`	number of quadrature points for Gauss-Legendre quadrature
`pmatrix`	For most choices, first column has parameters that link observed variables to latent factor 1, second column has parameters that link observed variables to latent factor 2. For pfact2bb1frk: first two columns for BB1 parameters, third column for Frank for latent factor 2.

cdf or conditional cdf or pdf value(s)

factorcopsim

th1a=frk.b2cpar(.7)
th1b=frk.b2cpar(.6)
th2a=frk.b2cpar(.5)
th2b=frk.b2cpar(.4)
u1=seq(.1,.9,.2)
u2=seq(.3,.7,.1)
pfact1frk(u1,u2,c(th1a,th1b))
pfact2frk(u1,u2,matrix(c(th1a,th1b,th2a,th2b),2,2))