Bicop.hinv2¶
- Bicop.hinv2(self: pyvinecopulib.Bicop, u: numpy.ndarray[numpy.float64[m, n]]) → numpy.ndarray[numpy.float64[m, 1]]¶
Evaluates the inverse of the second h-function.
The second h-function is \(h_2(u_1, u_2) = P(U_1 \le u_1 | U_2 = u_2)\). The inverse is calculated w.r.t. the first argument.
- Parameter
u: An \(n \times (2 + k)\) matrix of observations contained in \((0, 1)\), where \(k\) is the number of discrete variables.
- Parameter