pcondt

Conditional Student is Y2|Y1=y1 ~ t(nu+1,location=rho*y1, sigma(y1)), where here sigma^2 = (1-rho^2)(nu+y1^2)/(nu+1)

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

pcondt 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>cpar</dt>
<dd>copula parameter</dd>
<dt>dfC</dt>
<dd>degrees of freedom</dd></dl>

Arguments

Conditional Student — pcondt

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


<dt>dfC</dt>
<dd>degrees of freedom</dd>

</dl>

pcondt: Conditional Student

Description

Usage

Value

Arguments

Examples