linkCop function

Link to copula parameter

Computes the copula parameters given a linear combination of covariates.

linkCop(th, family = "clayton")

Arguments

• th: vector of linear combinations
• family: copula family: "gaussian" , "t" , "clayton" , "claytonR" , "frank" , "gumbel", "gumbelR".

Returns

• cpar: Associated copula parameters

• hder: Derivative of link function

Examples

out = linkCop(-1,"gaussian")

References

Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models

Author(s)

Pavel Krupskii and Bruno N. Remillard, January 20, 2023