# PairCopulaVfun

Computing the v-function of a pair-copula

## Purpose

The function computes the h-function, i.e., it evaluates the conditional distribution function of U2|U1 at u2, given U1=u1. Possible copula families:

``````       0   Indep
1   AMH
2   AsymFGM
3   BB1
4   BB6
5   BB7
6   BB8
7   Clayton
8   FGM
9   Frank
10  Gaussian
11  Gumbel
12  IteratedFGM
13  Joe
14  PartialFrank
15  Plackett
16  Tawn1
17  Tawn2
18  Tawn
19  t
``````

## Usage

``````           U = PairCopulaVfun(family,u1,u2,theta)
Rotated pair-copulas
U = PairCopulaVfun(family,u1,u2,theta,rotation)
``````

## Inputs

``````   family    = The copula family.
u1        = A (n x 1) dimensional vector of values lying in [0,1].
u2        = A (n x 1) dimensional vector of values lying in [0,1].
theta     = The parameter vector for the pair-copula.
rotation  = The degree of rotation, i.e., either 90, 180 or 270. No
rotation is achieved by letting the rotation argument
empty or by choosing 0 rotation.
``````

## Outputs

``````  U          = n dimensional vector of probabilities (sometimes
called pseudo-observations), which are lying strictly
in [0,1].
``````