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Conditional distributions and quantiles #397

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tnagler opened this issue Mar 26, 2019 · 3 comments
Open

Conditional distributions and quantiles #397

tnagler opened this issue Mar 26, 2019 · 3 comments
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enhancement

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@tnagler
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tnagler commented Mar 26, 2019

maybe just brute force numerical integration/inversion; they're useful even when they're slow.
@tvatter
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tvatter commented Mar 26, 2019

What do you mean by conditional distributions and quantiles? Don't we already have the h-functions and their inverses?

@tnagler
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tnagler commented Mar 26, 2019

Oh sorry, I mean't for the whole vine.

@Taalmasoud
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Dear Nagler
regarding the CDF, how could we get the CDF of the vine copula (theoretically), I just found the command pvinecop in the rvinecoplib package but I didn't see a reference mention the math formula. could you please help me?

Thanks

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@tvatter @tnagler @Taalmasoud