igcop: IG Copula Family Functions

In vincenzocoia/copsupp: Vine Copulas made easy

Description

Functions related to the IG copula family, denoted by 'igcop'.

Usage

pcondigcop(v, u, cpar)

qcondigcop(tau, u, cpar)

qcondigcop21(tau, u, cpar)

pcondigcop21(v, u, cpar)

pcondigcop12(v, u, cpar)

digcop(u, v, cpar)

logdigcop(u, v, cpar)

pigcop(u, v, cpar)

rigcop(n, cpar)

riglcop(n, cpar)

Arguments

u, v	Vectors of values in [0,1] representing values of the first and second copula variables.
cpar	Vector of length 2 corresponding to the copula parameters theta>0 and k>1, respectively.
tau	Vector of quantile levels in [0,1] to evaluate a quantile function at.

Value

Numeric vector of length equal to the length of the input vector(s).

Note

Inputting two vectors greater than length 1 is allowed, if they're the same length. Also, qcondigcop21 and pcondigcop21 are the same as qcondigcop and pcondigcop – their the distributions of variable 2 given 1.

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