fnorders

Derivatives C(u|v), C'_dl(u|v), c(u,v), c'_dl(u,v), c'_u(u,v) for the linking copula

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

fnorders function

<dl><dt>u</dt>
<dd>vector of values in (0,1)</dd>
<dt>v</dt>
<dd>conditioning variable in (0,1)</dd>
<dt>cpar</dt>
<dd>copula parameter in (-1,1)</dd>
<dt>du</dt>
<dd>logical value (default = FALSE) for the derivative of the copula density with respect to u</dd></dl>

Arguments

Pavel Krupskii and Bruno N. Remillard, January 20, 2022

Author

Farlie-Gumbel-Morgenstern copula cdf/pdf and ders — fnorders

<dl>

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


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


<dt>cpar</dt>
<dd>copula parameter in (-1,1)</dd>


<dt>du</dt>
<dd>logical value (default = FALSE) for the derivative of the copula density with respect to u</dd>

</dl>

fnorders: Farlie-Gumbel-Morgenstern copula cdf/pdf and ders

Description

Usage

Value

Arguments

Author

Examples