| pcondt {CopulaGAMM} | R Documentation |
Conditional Student is Y2|Y1=y1 ~ t(nu+1,location=rho*y1, sigma(y1)), where here sigma^2 = (1-rho^2)(nu+y1^2)/(nu+1)
pcondt(u, v, cpar, dfC)
u |
values at which the cdf is evaluated |
v |
value of the conditioning variable in (0,1) |
cpar |
copula parameter |
dfC |
degrees of freedom |
ccdf |
Conditional cdf |
pcondt(0.5,0.6,0.6,15)