pcondt {CopulaGAMM}

Conditional Student

Description

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)

Usage

pcondt(u, v, cpar, dfC)

Arguments

u

values at which the cdf is evaluated

v

value of the conditioning variable in (0,1)

cpar

copula parameter

dfC

degrees of freedom

Value

ccdf

Conditional cdf

Examples

pcondt(0.5,0.6,0.6,15)