check_alpha

check_theta

Ensures input values are non-negative.

Compute distributional quantities for an
Integrated Gamma (IG) or Integrated Gamma Limit (IGL) copula, such
as a cdf and density. Compute corresponding conditional quantities
such as the cdf and quantiles. Generate
data from an IG or IGL copula. See the vignette for formulas,
or for a derivation, see Coia, V (2017) "Forecasting of Nonlinear
Extreme Quantiles Using Copula Models." PhD Dissertation,
The University of British Columbia.

Vincenzo Coia

igcop

Computational Tools for the IG and IGL Copula Families

Harry Joe

check_alpha function

<dl><dt>alpha</dt>
<dd>Values of alpha to check.</dd>
<dt>theta</dt>
<dd>Values of theta to check.</dd></dl>

Arguments

Check validity of copula parameters — check_alpha

<dl>

<dt>alpha</dt>
<dd>Values of alpha to check.</dd>


<dt>theta</dt>
<dd>Values of theta to check.</dd>

</dl>

check_alpha: Check validity of copula parameters

Description

Usage

Value

Arguments