pcond

This function computes the conditional cdf C(U|V) for a copula C

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

pcond function

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

Arguments

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

Author

Conditional cdf — pcond

<dl>

<dt>U</dt>
<dd>values at which the cdf is evaluated</dd>


<dt>V</dt>
<dd>value of the conditioning variable in (0,1)</dd>


<dt>family</dt>
<dd>"gaussian" , "t" , "clayton" , "joe", "frank" , "fgm", gumbel", "plackett", "galambos", "huesler-reiss"</dd>


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


<dt>cpar</dt>
<dd>copula parameter (vector)</dd>


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

</dl>

pcond: Conditional cdf

Description

Usage

Value

Arguments

Author

Examples