igcop (version 1.0.2)

qcondigl: IGL Copula Family Functions

Description

Functions related to the IGL copula family, denoted by 'igl'.

Usage

qcondigl(p, u, alpha)
pcondigl(v, u, alpha)
qcondigl21(p, u, alpha)
pcondigl21(v, u, alpha)
pcondigl12(u, v, alpha)
qcondigl12(p, v, alpha)
digl(u, v, alpha)
pigl(u, v, alpha)
rigl(n, alpha)
logdigl(u, v, alpha)

Value

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

Arguments

p

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

u, v

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

alpha

Single numeric >0; corresponds to parameter alpha in the IGL copula family.

n

Positive integer. Number of observations to randomly draw.

Examples

set.seed(1)
u <- runif(10)
v <- runif(10)
pigl(u, v, alpha = 1)
digl(u, v, alpha = 2)
logdigl(u, v, alpha = 0.4)
pcondigl21(v, u, alpha = 6)
qcondigl21(v, u, alpha = 6)
pcondigl12(u, v, alpha = 6)
qcondigl12(u, v, alpha = 6)
rigl(10, alpha = 3)