ftdersP {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

ftdersP(u, v, cpar, dfC, du = FALSE)

Arguments

u	vector of values in (0,1)
v	conditioning variable in (0,1)
cpar	copula parameter in (-1,1)
dfC	degrees of freedom
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 = ftdersP(0.3,0.5,2,25,TRUE)

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