rescale_cop: Rescale quantiles to conditional copula

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

Rescale quantiles to conditional copula

Description

Rescale quantiles to conditional copula

Usage

rescale_cop(U, X, beta, family = 1, par2)

rescaleCop(U, X, beta, family = 1, par2)

Arguments

U	matrix of quantiles
X	model matrix of covariates
beta	list of parameters (see details)
family	variety of copula to use
par2	additional parameter for some copulas

Details

The variable to be transformed must be in the final column of U, with variables being conditioned upon in the earlier columns.

family can be 1 for Gaussian, 2 for t, 3 for Clayton, 4 for Gumbel, 5 for Frank, 6 for Joe and 11 for FGM copulas. Gamma distributed, beta distributed or discrete respectively. pars should be a list with entries beta and phi, as well as possibly par2 if family=2. U should have the same length as X has rows, and X should have the same number of columns as the length of pars$beta.

Value

vector of rescaled quantiles

Functions

• rescaleCop(): Old name, now deprecated

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