iglcop: IGL Copula Family Functions
In vincenzocoia/copsupp: Vine Copulas made easy
Description
Usage
Arguments
Value
Note
Description
Functions related to the IGL copula family, denoted by 'iglcop'.
Usage
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qcondiglcop(tau, u, cpar)
pcondiglcop(v, u, cpar)
qcondiglcop21(tau, u, cpar)
pcondiglcop21(v, u, cpar)
pcondiglcop12(u, v, cpar)
qcondiglcop12(tau, v, cpar)
diglcop(u, v, cpar)
piglcop(u, v, cpar)
Arguments
tau
Vector of quantile levels in [0,1] to evaluate a quantile function
at.
u, v
Vectors of values in [0,1] representing values of the first
and second copula variables.
cpar
Single numeric >1; corresponds to parameter k in the
IGL copula family.
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, qcondiglcop21 and pcondiglcop21 are the same as
qcondiglcop and pcondiglcop – their the distributions of
variable 2 given 1.
vincenzocoia/copsupp documentation built on Aug. 23, 2020, 7:37 a.m.
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Description Usage Arguments Value Note
Description
Functions related to the IGL copula family, denoted by 'iglcop'.
Usage
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | qcondiglcop(tau, u, cpar)
pcondiglcop(v, u, cpar)
qcondiglcop21(tau, u, cpar)
pcondiglcop21(v, u, cpar)
pcondiglcop12(u, v, cpar)
qcondiglcop12(tau, v, cpar)
diglcop(u, v, cpar)
piglcop(u, v, cpar)
|
Arguments
tau |
Vector of quantile levels in [0,1] to evaluate a quantile function at. |
u, v |
Vectors of values in [0,1] representing values of the first and second copula variables. |
cpar |
Single numeric >1; corresponds to parameter |
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, qcondiglcop21 and pcondiglcop21 are the same as
qcondiglcop and pcondiglcop – their the distributions of
variable 2 given 1.
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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