generators.RdThese are the psi, H, and kappa functions of the IG and IGL copula families.
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)
| 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. |
The function values, as a vector.
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.
Inputs must be recyclable via vctrs::vec_recycle_common().