ig.Rd
Functions related to the IG copula family, denoted by 'ig'
.
pcondig21(v, u, theta, alpha) qcondig21(p, u, theta, alpha) qcondig(p, u, theta, alpha) pcondig(v, u, theta, alpha) pcondig12(u, v, theta, alpha) qcondig12(p, v, theta, alpha) dig(u, v, theta, alpha) logdig(u, v, theta, alpha) pig(u, v, theta, alpha) rig(n, theta, alpha)
u, v | Vectors of values between 0 and 1 representing values of the first and second copula variables. |
---|---|
theta | Parameter of the IG copula family. Vectorized; >0. |
alpha | Parameter of the IG copula family. Vectorized; >0. |
p | Vector of quantile levels between 0 and 1 to evaluate a quantile function at. |
n | Positive integer. Number of observations to randomly draw. |
Numeric vector of length equal to the length of the input vector(s).
Inputting two vectors greater than length 1 is allowed, if they're
the same length.
Also, qcondig21
and pcondig21
are the same as
qcondig
and pcondig
-- they're the distributions of
variable 2 given 1.
#> [1] 0.079648326 0.162368477 0.026362046 0.074323196 0.004455655 0.122812692 #> [7] 0.257811554 0.027490461 0.330950541 0.768651255dig(u, v, theta = 2, alpha = 2)#> [1] 0.6531305 0.8742874 0.9792254 1.1742052 1.2351493 0.9896548 0.9901719 #> [8] 1.0359737 0.8771307 1.6711461logdig(u, v, theta = 2, alpha = 2)#> [1] -0.425978390 -0.134346098 -0.020993430 0.160591535 0.211191866 #> [6] -0.010399079 -0.009876691 0.035341735 -0.131099211 0.513509688pcondig21(v, u, theta = 3, alpha = 6)#> [1] 0.91720529 0.17493670 0.03424133 0.32060350 0.40474305 0.19566369 #> [7] 0.40310912 0.06366146 0.38828096 0.96078162qcondig21(v, u, theta = 3, alpha = 6)#> [1] 0.83368782 0.17494456 0.03424133 0.32016882 0.39998875 0.19567598 #> [7] 0.40396967 0.06366146 0.38912428 0.98621554pcondig12(u, v, theta = 3, alpha = 6)#> [1] 0.078299811 0.834355112 0.600760902 0.158437311 0.007645536 0.466513005 #> [7] 0.501368832 0.289767791 0.734541432 0.704784075qcondig12(u, v, theta = 3, alpha = 6)#> [1] 0.083206392 0.834310960 0.600760870 0.155984470 0.007161119 0.466273968 #> [7] 0.494164675 0.289766698 0.731212224 0.824525886rig(10, theta = 3, alpha = 3)#> # A tibble: 10 × 2 #> u v #> <dbl> <dbl> #> 1 0.290 0.0312 #> 2 0.678 0.233 #> 3 0.735 0.318 #> 4 0.196 0.575 #> 5 0.981 0.533 #> 6 0.742 0.470 #> 7 0.0514 0.600 #> 8 0.530 0.944 #> 9 0.696 0.185 #> 10 0.689 0.224# log density available for extra precision log(dig(0.1, 0.1, 2.5, 12.3)) == logdig(0.1, 0.1, 2.5, 12.3)#> [1] FALSE