The density function, 1|2 conditional cdf,
and 1|2 conditional quantile function of the IG
copula family. Inputs
need to be vectors of the same length.
These functions are called by the R functions of the
same name, without the _vec suffix.
dig_vec(u, v, theta, alpha)pcondig12_vec(u, v, theta, alpha)
qcondig12_vec(p, v, theta, alpha)
Copula arguments. Vector of values between 0 and 1.
IG copula parameters. Vector of positive values.
Function inverse argument. Vector of values between 0 and 1.
The qcondig12() function needs its own Newton
Raphson algorithm. It also needs access to some version
of pcondig12() and dig(). So, these three functions
are coded up in C++, each with a scalar and vector pair
of functions.
dig(), pcondig12(), and qcondig12();
and igl_gen_vec() and family.