ftders {CopulaGAMM}R Documentation

Student copula cdf/pdf and ders

Description

Derivatives C(u|v), C'_dl(u|v), c(u,v), c'_dl(u,v), c'_u(u,v) for the linking copula

Usage

ftders(u, v, cpar, nu, du = FALSE)

Arguments

u

vector of values in (0,1)

v

conditioning variable in (0,1)

cpar

copula parameter in (-1,1)

nu

degrees of freedom >0

du

logical value (default = FALSE) for the derivative of the copula density with respect to u

Value

out

Matrix of conditional cdf, pdf, and derivatives with respect to parameter

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2022

Examples

out = ftders(0.3,0.5,2,25)

[Package CopulaGAMM version 0.3.0 Index]