pcond {CopulaGAMM}

Conditional cdf

Description

This function computes the conditional cdf C(U|V) for a copula C

Usage

pcond(U, V, family, rot = 0, cpar, dfC = NULL)

Arguments

U

values at which the cdf is evaluated

V

value of the conditioning variable in (0,1)

family

"gaussian" , "t" , "clayton" , "joe", "frank" , "fgm", gumbel", "plackett", "galambos", "huesler-reiss"

rot

rotation: 0 (default), 90, 180 (survival), or 270

cpar

copula parameter (vector)

dfC

degrees of freedom of the Student copula (default is NULL)

Value

p

Conditional cdf

Author(s)

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

Examples

p = pcond(0.1,0.2,"clayton",rot=270,cpar=0.87)