Bicop.hfunc2

Bicop.hfunc2(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]])numpy.ndarray[numpy.float64[m, 1]]

Evaluates the second h-function.

The second h-function is \(h_2(u_1, u_2) = P(U_1 \le u_1 | U_2 = u_2)\).

Parameter u:

An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.