Learn R Programming

mable (version 4.1.1)

copula2d.cond: Some Parametric Conditional Bivariate Copulas

Description

Density, distribution function, quantile function and random generation for conditional copula \(C(u|V=v)\) of \(U\) given \(V=v\) related to parametric bivariate copula \(C(u,v)=P(U\le u, V\le v)\).

Usage

dcopula.cond(u, v, copula, ...)

pcopula.cond(u, v, copula, ...)

qcopula.cond(p, v, copula, ...)

rcopula.cond(n, v, copula, ...)

Value

a vector of copula density values evaluated at u gvien V=v

or a vector of n generated u values from conditional copula \(C(u|V=v)\).

Arguments

u

vector of \(U\) values at which the copula density is evaluated

v

a given value of \(V\) under which the conditional copula and its density is evaluated

copula

the name of a copula density to be called (see Details)

...

the parameter(s) of copula

p

a vector of probabilities

n

number of observations to be generated from conditional copula \(C(u|V=v)\).

Details

the names of available copulas are 'amh' (Ali-Mikhai-Haq), 'bern' (Bernstein polynomial model), 'clayton'(Clayton), 'exponential' (Exponential), 'fgm'(Farlie–Gumbel–Morgenstern), 'frank' (Frank), 'gauss' (Gaussian), 'gumbel' (Gumbel), 'indep' (Independence), 'joe' (Joe), 'nakagami' (Nakagami-m), 'plackett' (Plackett), 't' (Student's t).