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CopulaGAMM (version 0.4.1)

linkCop: Link to copula parameter

Description

Computes the copula parameters given a linear combination of covariates.

Usage

linkCop(th, family = "clayton")

Value

cpar

Associated copula parameters

hder

Derivative of link function

Arguments

th

vector of linear combinations

family

copula family: "gaussian" , "t" , "clayton" , "claytonR" , "frank" , "gumbel", "gumbelR".

Author

Pavel Krupskii and Bruno N. Remillard, January 20, 2023

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Examples

Run this code
out = linkCop(-1,"gaussian")

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