| coplik {CopulaGAMM} | R Documentation |
Derivatives C(u|v), C'_dl(u|v), c(u,v), c'_dl(u,v), c'_u(u,v) for the linking copula
coplik(u, v, family, rot = 0, cpar, dfC = NULL, du = FALSE)
u |
vector of values in (0,1) |
v |
conditioning variable in (0,1) |
family |
copula family: "gaussian", "t", "clayton", "frank", "fgm", "gumbel", "joe", "plackett". |
rot |
rotation: 0 (default), 90, 180 (survival), or 270 |
cpar |
copula parameter |
dfC |
degrees of freedom for the Student copula (default is NULL) |
du |
logical value (default = FALSE) for the derivative of the copula density with respect to u |
out |
Matrix of conditional cdf, pdf, and derivatives with respect to parameters |
Pavel Krupskii and Bruno N. Remillard, January 20, 2022
out = coplik(0.3,0.5,"clayton",cpar=2,du=TRUE)