ig: IG Copula Family Functions

In vincenzocoia/igcop: Computational Tools for the IG and IGL Copula Families

IG Copula Family Functions

Description

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

Usage

pcondig21(v, u, theta, alpha)

qcondig21(p, u, theta, alpha)

qcondig(p, u, theta, alpha)

pcondig(v, u, theta, alpha)

pcondig12(u, v, theta, alpha)

qcondig12(p, v, theta, alpha)

dig(u, v, theta, alpha)

logdig(u, v, theta, alpha)

pig(u, v, theta, alpha)

rig(n, theta, alpha)

Arguments

u, v	Vectors of values between 0 and 1 representing values of the first and second copula variables.
theta	Parameter of the IG copula family. Vectorized; >0.
alpha	Parameter of the IG copula family. Vectorized; >0.
p	Vector of quantile levels between 0 and 1 to evaluate a quantile function at.
n	Positive integer. Number of observations to randomly draw.

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, qcondig21 and pcondig21 are the same as qcondig and pcondig – they're the distributions of variable 2 given 1.

Examples

u <- runif(10)
v <- runif(10)
pig(u, v, theta = 5, alpha = 1)
dig(u, v, theta = 2, alpha = 2)
logdig(u, v, theta = 2, alpha = 2)
pcondig21(v, u, theta = 3, alpha = 6)
qcondig21(v, u, theta = 3, alpha = 6)
pcondig12(u, v, theta = 3, alpha = 6)
qcondig12(u, v, theta = 3, alpha = 6)
rig(10, theta = 3, alpha = 3)

# log density available for extra precision
log(dig(0.1, 0.1, 2.5, 12.3)) == logdig(0.1, 0.1, 2.5, 12.3)

vincenzocoia/igcop documentation built on Sept. 20, 2024, 5:29 a.m.