kdecop()
fitEvaluates the hfunction (or its inverse) corresponding to a kdecopula
object. Hfunctions are conditional distribution functions obtained by
integrating the copula density w.r.t. to one of its arguments (see also
VineCopula::BiCopHfunc()
.
hkdecop(u, obj, cond.var, inverse = FALSE)
u  \(n x 2\) matrix of evaluation points. 

obj 

cond.var  integer; 
inverse  logical; indicates whether the hfunction or its inverse shall be calculated. 
A length \(n\) vector of the (inverse) hfunction evaluated at
u
.
## load data and transform with empirical cdf data(wdbc) udat < apply(wdbc[, 1], 2, function(x) rank(x) / (length(x) + 1)) ## estimation of copula density of variables 5 and 6 fit < kdecop(udat[, 5:6]) plot(fit)## evaluate hfunction estimate and its inverse at (u1u2) = (0.123  0.321) hkdecop(c(0.123, 0.321), fit, cond.var = 2)#> [1] 0.116027hkdecop(c(0.123, 0.321), fit, cond.var = 2, inverse = TRUE)#> [1] 0.1283875