numerical_conditional_cop

Numerically Calculate the Conditional Copula

Classes (S4) of circular-linear, symmetric copulas with corresponding
methods, extending the 'copula' package. These copulas are especially useful
for modeling correlation in discrete-time movement data. Methods for density,
(conditional) distribution, random number generation, bivariate dependence
measures and fitting parameters using maximum likelihood and other
approaches. The package also contains methods for visualizing movement data
and copulas.

Florian Hodel

cylcop

Circular-Linear Copulas with Angular Symmetry for Movement Data

numerical_conditional_cop function

<dl><dt>u</dt>
<dd><a href="/link/matrix?package=cylcop&version=0.2.0" data-mini-rdoc="cylcop::matrix">matrix</a> or <a href="/link/vector?package=cylcop&version=0.2.0" data-mini-rdoc="cylcop::vector">vector</a> of <a href="/link/numeric?package=cylcop&version=0.2.0" data-mini-rdoc="cylcop::numeric">numeric</a>
values in \(I^2\), containing as first column
 the circular (periodic) and as second the linear dimension.</dd>
<dt>copula</dt>
<dd>R object of class '<code>cyl_copula</code>'
or '<code>Copula</code>' (package 'copula', only 2-dimensional).</dd>
<dt>cond_on</dt>
<dd>column number of <code>u</code> on which the copula is conditioned. E.g. if
<code>cond_on = 2</code>, the function calculates for each element in the first column of u
the copula conditional on the element in the second column.</dd></dl>

Arguments

Numerically Calculate the Conditional Copula — numerical_conditional_cop

<dl>

<dt>u</dt>
<dd><a href='https://rdrr.io/r/base/matrix.html'>matrix</a> or <a href='https://rdrr.io/r/base/vector.html'>vector</a> of <a href='https://rdrr.io/r/base/numeric.html'>numeric</a>
values in \(I^2\), containing as first column
 the circular (periodic) and as second the linear dimension.</dd>


<dt>copula</dt>
<dd>R object of class '<code>cyl_copula</code>'
or '<code>Copula</code>' (package 'copula', only 2-dimensional).</dd>


<dt>cond_on</dt>
<dd>column number of <code>u</code> on which the copula is conditioned. E.g. if
<code>cond_on = 2</code>, the function calculates for each element in the first column of u
the copula conditional on the element in the second column.</dd>

</dl>

numerical_conditional_cop: Numerically Calculate the Conditional Copula

Description

Usage

Value

Arguments

References

See Also

Examples