IG/IGL Generators and Related Functions — interp_gen

These are the psi, H, and kappa functions of the IG and IGL copula families.

Usage

interp_gen_inv(p, eta, alpha)

interp_kappa(x, eta, alpha)

interp_kappa_inv(p, eta, alpha)

interp_gen(x, eta, alpha)

igl_kappa(x, alpha)

igl_kappa_D(x, alpha)

igl_kappa_inv(p, alpha)

igl_gen(x, alpha)

igl_gen_D(x, alpha)

igl_gen_inv(p, alpha)

Arguments

p: Function inverse argument. Vector of values between 0 and 1.
eta, alpha: Function parameters. Vector of positive values.
x: Function argument. Vector of non-negative values.

Value

The function values, as a vector.

Details

Kappa function and its relatives have prefix igl_kappa; Psi function and its relatives have prefix igl_gen; Interpolating function H with either kappa or psi has igl prefix replaced with interp. Relatives of these functions: suffix inv indicates inverse; suffix D represents function derivative, and D1 derivative with respect to the first argument. . Suffix _vec indicates that the entries must be vectors of the same length; _single means entries must be scalars.

Note

Inputs must be recyclable via vctrs::vec_recycle_common().