expcondinv1 {CopulaGAMM} | R Documentation |
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 |
[Package CopulaGAMM version 0.4.1 Index]