install.packages("copula")
library(copula)
# parameters
theta  <- 2 #parameter for gumbel-copula
#copula-object
cgumbel <- gumbelCopula(param = theta, dim = 2,
                        use.indepC = c("message", "TRUE", "FALSE"))

pquantile <- .5 # quantile I want to condition on (u = x^*)

n <- 1e3
valpha <- array(pquantile,n) #vector of identical quantile
v <- seq(.01,.99,length.out=n) #arguemtns for conditional copula distribution
vcCopula1 <- cCopula(cbind(valpha,v),cop=cgumbel) #conditional copula function

plot(v,vcCopula1,xlab="v",ylab="c_u(v)", main="conditional copula")