ig_cpp_vec.RdThe 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.
dig_vec(u, v, theta, alpha) pcondig12_vec(u, v, theta, alpha) qcondig12_vec(p, v, theta, alpha)
| 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. |
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.
If calling these functions manually, make sure each input are vectors of a common length.
dig(), pcondig12(), and qcondig12();
and igl_gen_vec() and family.