expcondinv {CopulaGAMM}

Inverse conditional expectation for a vector of probabilities

Description

This function computes the inverse conditional expecatation for a given copula family and a given margin variables for a clustered data model. The clusters ar3e independent but the observations with clusters are dependent, according to a one-factor copula model.

Usage

expcondinv(u, family, cpar, rot = 0, margin, subs = 1000, eps = 1e-04)

Arguments

u

conditional expectation

family

copula model: "gaussian" , "t" , "clayton" "joe", "frank" , "gumbel", "plackett"

cpar

copula parameter

rot

rotation: 0 (default), 90, 180 (survival), or 270

margin

marginal distribution function of the response

subs

number of subdivisions for the integrals (default=1000)

eps

precision required

Value

minv

Inverse conditional expectation

Author(s)

Pavel Krupskii and Bruno N. Remillard