frechetLowerBound | R Documentation |
Computes CDF and simulations of the Fréchet lower bound copula.
cFrechetLowerBound(u1, u2, ...)
crFrechetLowerBound(numberSimulations = 10000, seed = 42)
u1 , u2 |
points at which to evaluate the copula. |
... |
other parameters. |
numberSimulations |
Number of simulations. |
seed |
Simulation seed, 42 by default. |
The Fréchet lower bound copula has CDF :
C(u_{1}, u_{2}) = \max(u_{1} + u_{2} - 1, 0)
for u_{1}, u_{2} \in [0, 1]
.
Function :
cFrechetLowerBound
returns the value of the copula.
crFrechetLowerBound
returns simulated values of the copula.
cFrechetLowerBound(u1 = .76, u2 = 0.4)
crFrechetLowerBound(numberSimulations = 10, seed = 42)
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