Conditional probability in Copula package?...

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Tidal Wave

Conditional probability in Copula package?...

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Hello All,

How would one go about getting Pr(Y ≤ y|X = x) for a Frank copula via
the Copula or other package?

Best Regards,
David

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David Winsemius

Re: Conditional probability in Copula package?...

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On Nov 7, 2009, at 3:50 PM, Tidal Wave wrote:

> Hello All,
>
> How would one go about getting Pr(Y ≤ y|X = x) for a Frank copula  
> via
> the Copula or other package?


Change the limits of integration?

--

David Winsemius, MD
Heritage Laboratories
West Hartford, CT

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