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Copula density, distribution, and inverse functions

Source: R/copula.R
copula_functions.Rd

Density, log-density, and CDF for a copula() object, evaluated on the unit square. u and v are recycled to a common length and evaluated pairwise, one returned value per pair.

Usage

copula_pdf(cop, u, v)

copula_log_pdf(cop, u, v)

copula_cdf(cop, u, v)

copula_conditional_cdf(cop, u, v)

copula_inverse_conditional_cdf(cop, u, t)

Arguments

cop

a corehydro_copula from copula() or copula_fit().

u, v

numeric vectors in (0, 1), the copula's two arguments.

t

a numeric probability in (0, 1) for the inverse conditional CDF.

Value

a numeric vector, one value per recycled (u, v) pair.

Examples

cop <- copula("Clayton", theta = 2)
copula_pdf(cop, 0.3, 0.7)
#> [1] 0.6292895
copula_pdf(cop, c(0.3, 0.5), c(0.7, 0.9))
#> [1] 0.6292895 0.8921974
copula_cdf(cop, 0.3, 0.7)
#> [1] 0.2868649