pcond function

Conditional cdf

This function computes the conditional cdf C(U|V) for a copula C

pcond(U, V, family, rot = 0, cpar, dfC = NULL)

Arguments

• U: values at which the cdf is evaluated
• V: value of the conditioning variable in (0,1)
• family: "gaussian" , "t" , "clayton" , "joe", "frank" , "fgm", gumbel", "plackett", "galambos", "huesler-reiss"
• rot: rotation: 0 (default), 90, 180 (survival), or 270
• cpar: copula parameter (vector)
• dfC: degrees of freedom of the Student copula (default is NULL)

Returns

• p: Conditional cdf

Examples

p = pcond(0.1,0.2,"clayton",rot=270,cpar=0.87)

Author(s)

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