Similar to dCopula
and pCopula
the function
dduCopula
evaluates the partial derivative
\(\frac{\partial}{\partial u} C(u,v)\) and the function
ddvCopula
evaluates the partial derivative
\(\frac{\partial}{\partial v} C(u,v)\) of the provided
copula.
u | Pairs of values for which the partial derivative should be evaluated. |
---|---|
copula | The copula object representing the family member of interest. |
… | additional arguments can be passed on to the underlying functions. |
A vector of the evaluated partial derivatives of the same length as
rows in u
.
library(copula) BB1Cop <- BB1Copula() BB1CopSmpl <- rCopula(100, BB1Cop) # conditional probabilities of a Gaussian copula given u BB1GivenU <- dduCopula(BB1CopSmpl, BB1Cop) # vs. conditional probabilities of a Gaussian copula given v BB1GivenV <- ddvCopula(BB1CopSmpl[,c(2,1)], BB1Cop) plot(BB1GivenU, BB1GivenV)