igl.Rd
Functions related to the IGL copula family, denoted by 'igl'
.
qcondigl(p, u, alpha) pcondigl(v, u, alpha) qcondigl21(p, u, alpha) pcondigl21(v, u, alpha) pcondigl12(u, v, alpha) qcondigl12(p, v, alpha) digl(u, v, alpha) pigl(u, v, alpha) rigl(n, alpha) logdigl(u, v, alpha)
p | Vector of quantile levels between 0 and 1 to evaluate a quantile function at. |
---|---|
u, v | Vectors of values between 0 and 1 representing values of the first and second copula variables. |
alpha | Single numeric >0; corresponds to parameter |
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, qcondigl21
and pcondigl21
are the same as
qcondigl
and pcondigl
-- they are the distributions of
variable 2 given 1.
#> [1] 0.09036086 0.10358874 0.49893409 0.37976926 0.19726813 0.48995618 #> [7] 0.71269122 0.66079779 0.31652482 0.06094790digl(u, v, alpha = 2)#> [1] 1.573817e+00 1.351845e+00 1.628684e+00 1.317590e-01 2.054155e-01 #> [6] 2.514377e-01 3.743734e-01 3.446458e-31 9.890313e-01 7.031873e-02logdigl(u, v, alpha = 0.4)#> [1] 0.20792570 0.14927593 0.11282773 -0.53704402 -0.16615410 #> [6] -0.41629460 -0.26890732 -11.61569597 -0.02645597 -0.34758937pcondigl21(v, u, alpha = 6)#> [1] 0.367517415 0.202267370 0.825425218 0.000291085 0.999961459 0.001544306 #> [7] 0.001353188 1.000000000 0.141933361 0.999998899qcondigl21(v, u, alpha = 6)#> [1] 0.1204253 0.1584193 0.6289526 0.8898574 0.3855237 0.8922194 0.9535514 #> [8] 0.8484575 0.5537787 0.3055268pcondigl12(u, v, alpha = 6)#> [1] 5.529694e-01 7.632423e-01 2.905738e-01 9.999573e-01 1.392047e-04 #> [6] 9.997266e-01 9.997780e-01 -2.220446e-16 9.216055e-01 3.539984e-06qcondigl12(u, v, alpha = 6)#> [1] 0.1253460 0.1627296 0.6762018 0.6168242 0.6525954 0.6750200 0.8416717 #> [8] 0.9923653 0.4208920 0.5751476rigl(10, alpha = 3)#> # A tibble: 10 × 2 #> u v #> <dbl> <dbl> #> 1 0.935 0.925 #> 2 0.212 0.330 #> 3 0.652 0.608 #> 4 0.126 0.0776 #> 5 0.267 0.524 #> 6 0.386 0.485 #> 7 0.0134 0.367 #> 8 0.382 0.0930 #> 9 0.870 0.896 #> 10 0.340 0.285