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.
dduCopula(u, copula, ...)Arguments
- 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.
Value
A vector of the evaluated partial derivatives of the same length as
rows in u.
Examples
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)
abline(0, 1)
