margins {CopulaGAMM}

Margins cdf/pdf and their derivatives

Description

This function computes the cdf, pdf, and associated derivatives

Usage

margins(z, th, model, x = NULL, dfM = NULL)

Arguments

z

vector of responses

th

linear combination of covariates (can be negative)

model

model for margin: "binomial" (bernoulli), "poisson", "nbinom" (mean is the parameter),"nbinom1" (p is the parameter), "geometric", "multinomial", "exponential", "weibull", "normal","t", "laplace"

x

covariates for the multinomial margin (default is NULL)

dfM

degrees of freedom for the Student margin (default is NULL)

Value

out

Matrix of conditional cdf, derivative with respect to parameter, pdf,

Author(s)

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

Examples

out = margins(0,2.5,"binomial")