linkCop {CopulaGAMM} | R Documentation |
Computes the copula parameters given a linear combination of covariates.
linkCop(th, family = "clayton")
th |
vector of linear combinations |
family |
copula family: "gaussian" , "t" , "clayton" , "claytonR" , "frank" , "gumbel", "gumbelR". |
cpar |
Associated copula parameters |
hder |
Derivative of link function |
Pavel Krupskii and Bruno N. Remillard, January 20, 2023
Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models
out = linkCop(-1,"gaussian")