Bicop.hinv1¶
- Bicop.hinv1(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]]) → numpy.ndarray[numpy.float64[m, 1]]¶
Evaluates the inverse of the first h-function.
The first h-function is \(h_1(u_1, u_2) = P(U_2 \le u_2 | U_1 = u_1)\). The inverse is calulated w.r.t. the second argument.
- Parameter
u: An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.
- Parameter