cylcop (version 0.2.0)

numerical_inv_conditional_cop: Numerically calculate the inverse of the conditional copula

Description

Numerically calculate the inverse of the conditional copula

Usage

numerical_inv_conditional_cop(u, copula, cond_on)

Value

A vector containing the values of the inverse distribution of the copula at [u,-cond_on] conditional on the values of [u,cond_on].

Arguments

u

matrix or vector of numeric values in \(I^2\), containing as first column the circular (periodic) and as second the linear dimension.

copula

R object of class 'cyl_copula' or 'Copula' (package 'copula', only 2-dimensional).

cond_on

column number of u on which the copula is conditioned. E.g if cond_on = 2, the function calculates for each element in the first column of u the inverse of the Copula conditional on the element in the second column.

References

Hodelmethodcylcop

Hodelapplcylcop

See Also

ccylcop(), numerical_conditional_cop().

Examples

cop <- cyl_quadsec(0.1)
u <- cbind(c(0.3, 0.1), c(0.7, 0.3))
numerical_inv_conditional_cop(u = u, cop = cop, cond_on = 1)