igcop (version 1.0.2)

pcondig21: IG Copula Family Functions

Description

Functions related to the IG copula family, denoted by 'ig'.

Usage

pcondig21(v, u, theta, alpha)
qcondig21(p, u, theta, alpha)
qcondig(p, u, theta, alpha)
pcondig(v, u, theta, alpha)
pcondig12(u, v, theta, alpha)
qcondig12(p, v, theta, alpha)
dig(u, v, theta, alpha)
logdig(u, v, theta, alpha)
pig(u, v, theta, alpha)
rig(n, theta, alpha)

Value

Numeric vector of length equal to the length of the input vector(s).

Arguments

u, v

Vectors of values between 0 and 1 representing values of the first and second copula variables.

theta

Parameter of the IG copula family. Vectorized; >0.

alpha

Parameter of the IG copula family. Vectorized; >0.

p

Vector of quantile levels between 0 and 1 to evaluate a quantile function at.

n

Positive integer. Number of observations to randomly draw.

Examples

u <- runif(10)
v <- runif(10)
pig(u, v, theta = 5, alpha = 1)
dig(u, v, theta = 2, alpha = 2)
logdig(u, v, theta = 2, alpha = 2)
pcondig21(v, u, theta = 3, alpha = 6)
qcondig21(v, u, theta = 3, alpha = 6)
pcondig12(u, v, theta = 3, alpha = 6)
qcondig12(u, v, theta = 3, alpha = 6)
rig(10, theta = 3, alpha = 3)

# log density available for extra precision
log(dig(0.1, 0.1, 2.5, 12.3)) == logdig(0.1, 0.1, 2.5, 12.3)