Functions for IG copula 2|1 computations
1 2 3 |
t |
Vector of values to evaluate the assistant function at, >=1. |
k |
Single numeric, greater than 1. |
eta |
eta parameter. Vectorized to match |
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. |
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