Learn R Programming

FactorCopulaModel (version 0.1.1)

qcondFrank: C_[2|1]^[-1](p|u) for bivariate Frank copula

Description

Frank bivariate copula conditional quantile

Usage

qcondFrank(p,u,cpar)

Value

conditional quantiles of bivariate Frank copula

Arguments

p

0<p<1, could be a vector

u

0<u<1, could be a vector

cpar

copula parameter: cpar>0 or cpar<0; cpar=0 input will not work

Details

1-exp(-cpar) becomes 1 in double precision for cpar>37.4; any argument can be a vector, but all vectors must have same length. Form of inputs not checked (for readability of code).