Bivariate copula conditional quantile functions
qcondbvn(p,u,cpar)
qcondfrk(p,u,cpar)
qcondcln(p,u,cpar)
qcondcln90(p,u,cpar)
qcondcln270(p,u,cpar)inverse conditional cdf value(s)
conditioning value in interval 0,1; could be a vector
quantile in interval 0,1; could be a vector
copula parameter: scalar.
Choices appending 'cop' are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
See help page for dcop for the abbreviations of the copula names.
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
dcop
rcop