igcond: Functions for IG copula 2|1 computations

Description Usage Arguments

View source: R/igcop.R

Description

Functions for IG copula 2|1 computations

Usage

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igcond(t, k, eta)

igcondinv(p, k, eta, mxiter = 40, eps = 1e-06, bd = 5)

Arguments

t

Vector of values to evaluate the assistant function at, >=1.

k

Single numeric, greater than 1.

eta

eta parameter. Vectorized to match t and p.

p

Vector of values to evaluate the inverse assistant function at, in [0,1].

mxiter

Maximum number of iterations to run the Newton-Raphson algorithm for.

eps

The Newton-Raphson algorithm is stopped if all step sizes are below this value.

bd

Largest acceptable step size in the Newton-Raphson algorithm; steps larger than this will be reduced.


vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.