expcondinv1 {CopulaGAMM}

Inverse conditional expectation for a single value

Description

Inverse conditional expectation for a single value

Usage

expcondinv1(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