expcondinv1

Inverse conditional expectation for a single value

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

expcondinv1 function

<dl><dt>u</dt>
<dd>conditional expectation</dd>
<dt>family</dt>
<dd>copula model: "gaussian" , "t" , "clayton" "joe", "frank" , "gumbel", "plackett"</dd>
<dt>cpar</dt>
<dd>copula parameter</dd>
<dt>rot</dt>
<dd>rotation: 0 (default), 90, 180 (survival), or 270</dd>
<dt>margin</dt>
<dd>marginal distribution function of the response</dd>
<dt>subs</dt>
<dd>number of subdivisions for the integrals (default=1000)</dd>
<dt>eps</dt>
<dd>precision required</dd></dl>

Arguments

Inverse conditional expectation for a single value — expcondinv1

<dl>

<dt>u</dt>
<dd>conditional expectation</dd>


<dt>family</dt>
<dd>copula model: "gaussian" , "t" , "clayton" "joe", "frank" , "gumbel", "plackett"</dd>


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


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


<dt>margin</dt>
<dd>marginal distribution function of the response</dd>


<dt>subs</dt>
<dd>number of subdivisions for the integrals (default=1000)</dd>


<dt>eps</dt>
<dd>precision required</dd>

</dl>

expcondinv1: Inverse conditional expectation for a single value

Description

Usage

Value

Arguments