qcond {CopulaGAMM}

Inverse conditional cdf

Description

This function computes the quantile of conditional cdf C(U|v) for a copula C

Usage

qcond(w, v, family, cpar, rot = 0)

Arguments

w

probability

v

value of the conditioning variable in (0,1)

family

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

cpar

copula parameter (vector)

rot

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

Value

U

Conditional quantile

U

Conditional quantile

Author(s)

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

Examples

U = qcond(0.1,0.2,"gaussian",0.87)