qcond

This function computes the quantile of 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

qcond function

<dl><dt>w</dt>
<dd>probability</dd>
<dt>v</dt>
<dd>value of the conditioning variable in (0,1)</dd>
<dt>family</dt>
<dd>"gaussian" , "t" , "clayton" , "fgm", "frank" , "gumbel", "plackett", "galambos", "huesler-reiss"</dd>
<dt>cpar</dt>
<dd>copula parameter (vector)</dd>
<dt>rot</dt>
<dd>rotation: 0 (default), 90, 180 (survival), or 270</dd></dl>

Arguments

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

Author

Inverse conditional cdf — qcond

<dl>

<dt>w</dt>
<dd>probability</dd>


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


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


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


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

</dl>

qcond: Inverse conditional cdf

Description

Usage

Value

Arguments

Author

Examples