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 \(C(u,v)=P(U\le u, V\le v)\).
dcopula.cond(u, v, copula, ...)pcopula.cond(u, v, copula, ...)
qcopula.cond(p, v, copula, ...)
rcopula.cond(n, v, copula, ...)
a vector of copula density values evaluated at u
gvien V=v
or a vector of n
generated u
values from conditional copula \(C(u|V=v)\).
vector of \(U\) values at which the copula density is evaluated
a given value of \(V\) under which the conditional copula and its density is evaluated
the name of a copula density to be called (see Details)
the parameter(s) of copula
a vector of probabilities
number of observations to be generated from conditional copula \(C(u|V=v)\).
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).