\name{cacopula} \alias{cacopula} \title{Conditional Copula Function} \description{ Compute the conditional copula function \eqn{C(u_d\,|\,u_1,\dots,u_{d-1})}{C(u[d]|u[1],...,u[d-1])} of \eqn{u_d}{u[d]} given \eqn{u_1,\dots,u_{d-1}}{u[1],...,u[d-1]}. } \usage{ cacopula(u, cop, n.MC=0, log=FALSE) } \arguments{ \item{u}{\eqn{n\times d}{n x d}-matrix; the conditioning is done on the values in the first \eqn{d-1} columns.} \item{cop}{\code{"\linkS4class{outer_nacopula}"} with specified parameters (only Archimedean copulas are currently provided).} \item{n.MC}{Monte Carlo sample size.} \item{log}{if TRUE the logarithm of the conditional copula function is returned.} } \value{ \code{\link{numeric}} vector of length \eqn{n} containing the conditional copula function of \eqn{u_d}{u[d]} given \eqn{u_1,\dots,u_{d-1}}{u[1],...,u[d-1]}. } \author{Marius Hofert} \note{ For some (but not all) families, this function also makes sense on the boundaries (if the corresponding limits can be computed). } \seealso{ \code{\link{acopula-families}}. } \examples{ tau <- 0.5 (theta <- copGumbel@tauInv(tau)) # 2 d <- 2 (cop <- onacopulaL("Gumbel", list(theta,1:d))) set.seed(1) n <- 1000 U <- rnacopula(n, cop) U. <- cbind(U[,1], cacopula(U, cop=cop)) # should be ~ U[0,1]^2 plot(U.[,1],U.[,2]) } \keyword{distribution}