gumbel_cond_quantile: Conditional quantile function of the Gumbel copula
In thomasblanchet/gpinter: Generalized Pareto Interpolation
gumbel_cond_quantile R Documentation
Conditional quantile function of the Gumbel copula
Description
Assume (U, V) follows a Gumbel copula. This function gives
the quantile function of V given U = u. It is used to simulate the Gumbel
copula.
Usage
gumbel_cond_quantile(p, u, theta)
Arguments
p
A number in [0, 1].
u
The value of U.
theta
The parameter of the Gumbel copula.
Value
The p-th quantile of V|U = u.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
thomasblanchet/gpinter documentation built on Nov. 29, 2022, 4:32 a.m.
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| gumbel_cond_quantile | R Documentation |
Conditional quantile function of the Gumbel copula
Description
Assume (U, V) follows a Gumbel copula. This function gives the quantile function of V given U = u. It is used to simulate the Gumbel copula.
Usage
gumbel_cond_quantile(p, u, theta)
Arguments
p |
A number in [0, 1]. |
u |
The value of U. |
theta |
The parameter of the Gumbel copula. |
Value
The p-th quantile of V|U = u.
Author(s)
Thomas Blanchet, Juliette Fournier, Thomas Piketty
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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