igl_gen: Generating function for the IGL copula family

In vincenzocoia/copsupp: Vine Copulas made easy

Description

igl_gen is the function itself, and igl_geninv is its inverse; igl_Dgen is the derivative; and igl_DDgen is the second derivative.

Usage

igl_gen(t, k)

igl_Dgen(t, k)

igl_DDgen(t, k)

igl_geninv(w, k, mxiter = 20, eps = 1e-12, bd = 5)

Arguments

t	Vector of values to evaluate the function at, >=0.
k	Single numeric >1. Parameter of the function.
w	Vector of values to evaluate the inverse function at, between 0 and 1 (inclusive)

Examples

## Some examples of evaluating the functions.
arg <- c(0, 0.5, 3, Inf, NA)
igl_gen(arg, k=2)
igl_Dgen(arg, k=1.2)
igl_Dgen(arg, k=2)
igl_Dgen(arg, k=3)
igl_geninv(c(0, 0.5, 1), k=1.5)

## Visual
foo <- function(u) igl_geninv(u, k=1.5)
curve(foo)

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