pcondt function

Conditional Student

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)

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

Returns

• ccdf: Conditional cdf

Examples

pcondt(0.5,0.6,0.6,15)