cVCopula: Vectorized conditional copula function

cVCopulaR Documentation

Vectorized conditional copula function

Description

Vectorized conditional copula function

Usage

cVCopula(U, copula, param, par2, inverse = FALSE)

Arguments

U

matrix of quantiles

copula

family of copula to use

param

vector of parameters

par2

Degrees of freedom for t-copula

inverse

should inverse CDF be returned?

Details

Should have nrow(U) = length(param).


rje42/causl documentation built on June 1, 2025, 2:50 p.m.