IGL Copula Family Functions

Functions related to the IGL copula family, denoted by 'iglcop'.

qcondiglcop(tau, u, cpar)

pcondiglcop(v, u, cpar)

qcondiglcop21(tau, u, cpar)

pcondiglcop21(v, u, cpar)

pcondiglcop12(u, v, cpar)

qcondiglcop12(tau, v, cpar)

diglcop(u, v, cpar)

piglcop(u, v, cpar)

Arguments

tau	Vector of quantile levels in 0,1 to evaluate a quantile function at.
u, v	Vectors of values in 0,1 representing values of the first and second copula variables.
cpar	Single numeric >1; corresponds to parameter k in the IGL copula family.

Value

Numeric vector of length equal to the length of the input vector(s).

Note

Inputting two vectors greater than length 1 is allowed, if they're the same length. Also, qcondiglcop21 and pcondiglcop21 are the same as qcondiglcop and pcondiglcop -- their the distributions of variable 2 given 1.