h-methods

h,copula-method

h,indepCopula-method

h,normalCopula-method

h,tCopula-method

h,claytonCopula-method

h,gumbelCopula-method

h,fgmCopula-method

h,frankCopula-method

h,galambosCopula-method

A bivariate <code><links4class>copula</links4class></code> object.

copula

The $h$ function represents the conditional distribution function of a 
bivariate copula and it should be defined for every copula used in
a pair-copula construction. It is defined as the partial derivative of the 
distribution function of the copula w.r.t. the second argument
$h(x,v) = F(x|v) = \partial C(x,v) / \partial v$.

methods

Vines are graphical models for pair-copula constructions
        that allows building high-dimensional distributions using
        bivariate copulas and marginal density functions. This package
        contains S4 classes for vines (C-vines and D-vines) and methods
        for inference, goodness-of-fit tests, density evaluation,
        distribution function evaluation, and simulation.

h-methods: Methods for the h-functions

Description

Usage

Arguments

References