dcop

Evaluates the copula density at given points (u,v)#'

Estimation of 2-level factor copula-based regression models  for clustered data where the response variable can be either discrete or continuous.

Bruno Remillard

CopulaGAMM

Copula-Based Mixed Regression Models

Pavel Krupskii

dcop function

<dl><dt>u</dt>
<dd>vector of values in (0,1)</dd>
<dt>v</dt>
<dd>conditioning variable in (0,1)</dd>
<dt>family</dt>
<dd>copula family: "gaussian" ("normal), "t", "clayton", "frank", "fgm", "galambos", "gumbel", "joe", "huesler-reiss", "plackett".</dd>
<dt>rot</dt>
<dd>rotation: 0 (default), 90, 180 (survival), or 270</dd>
<dt>cpar</dt>
<dd>copula parameter</dd>
<dt>dfC</dt>
<dd>degrees of freedom for the Student copula (default is NULL)</dd></dl>

Arguments

Pavel Krupskii and Bruno Remillard Mai 1, 2023

Author

Copula pdf — dcop

<dl>

<dt>u</dt>
<dd>vector of values in (0,1)</dd>


<dt>v</dt>
<dd>conditioning variable in (0,1)</dd>


<dt>family</dt>
<dd>copula family: "gaussian" ("normal), "t", "clayton", "frank", "fgm", "galambos", "gumbel", "joe", "huesler-reiss", "plackett".</dd>


<dt>rot</dt>
<dd>rotation: 0 (default), 90, 180 (survival), or 270</dd>


<dt>cpar</dt>
<dd>copula parameter</dd>


<dt>dfC</dt>
<dd>degrees of freedom for the Student copula (default is NULL)</dd>

</dl>

dcop: Copula pdf

Description

Usage

Value

Arguments

Author

Examples