copula_density: Density of a multivariate copula

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

Density of a multivariate copula

Description

Density of a multivariate copula

Usage

dGaussCop(x, Sigma, log = FALSE, use_cpp = TRUE, N)

dtCop(x, Sigma, df, log = FALSE, use_cpp = TRUE)

dfgmCopula(x, alpha)

Arguments

x	samples on (0,1)
Sigma	collection of matrices
log	logical: return log=density?
use_cpp	logical: use the C routine?
N	optional integer for number of covariance matrices
df	degrees of freedom
alpha	parameter for copula

Details

Computes the density for data from a Gaussian or t-copula. Currently use_cpp only works for dGaussCop.

Value

numeric vector of densities

Functions

• dGaussCop(): Gaussian copula

• dtCop(): t-Copula density

• dfgmCopula(): bivariate FGM copula

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