Select IG copula quantities: matching inputs

The density function, 1|2 conditional cdf, and 1|2 conditional quantile function of the IG copula family. Inputs need to be vectors of the same length. These functions are called by the R functions of the same name, without the _vec suffix.

Usage

dig_vec(u, v, theta, alpha)

pcondig12_vec(u, v, theta, alpha)

qcondig12_vec(p, v, theta, alpha)

Arguments

u, v

Copula arguments. Vector of values between 0 and 1.

theta, alpha

IG copula parameters. Vector of positive values.

p

Function inverse argument. Vector of values between 0 and 1.

Details

The qcondig12() function needs its own Newton Raphson algorithm. It also needs access to some version of pcondig12() and dig(). So, these three functions are coded up in C++, each with a scalar and vector pair of functions.

Note

If calling these functions manually, make sure each input are vectors of a common length.

See also

dig(), pcondig12(), and qcondig12(); and igl_gen_vec() and family.