causl_copula: Copula family functions

In rje42/causl: Methods for Specifying, Simulating from and Fitting Causal Models

Copula family functions

Description

Copula family functions

Usage

get_copula(family_index, link = NULL)

gaussian_causl_cop(link)

t_causl_cop(link)

emp_causl_cop(link)

sim_cop(causl_copula, beta_matrix, other_pars, model_matrix)

Arguments

family_index	integer representing copula family
link	link function
causl_copula	family from which to simulate
beta_matrix	matrix of regression coefficients
other_pars	other parameters for some families
model_matrix	matrix of regressors

Details

get_copula returns the causl_copula that corresponds to the particular integer given. So far, 1 for Gaussian and 2 for t copulas are implemented.

The copula_fam functions return a list that contains, for each valid family:

• name: the name of the family;

• ddist: function to evaluate the density;

• rdist: function to obtain samples from copula;

• pdist: copula function

• pars: character vector of the parameter names;

• default: list of default values;

• link: the chosen link function.

Functions

• get_copula(): getter copula family

• gaussian_causl_cop(): Gaussian copula family

• t_causl_cop(): t copula family

• emp_causl_cop(): empirical copula family

• sim_cop(): simulate from copula family

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