Description Usage Arguments Details Value Examples
Computes CDF and simulations of the Fréchet upper bound copula.
1 2 3 | cFrechetUpperBound(u1, u2, ...)
crFrechetUpperBound(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 upper bound copula has CDF :
C(u1, u2) = min(u1, u2)
for 0 <= u1, u2 <= 1.
Function :
cFrechetUpperBound
returns the value of the copula.
crFrechetUpperBound
returns simulated values of the copula.
1 2 3 | cFrechetUpperBound(u1 = .56, u2 = 0.4)
crFrechetUpperBound(numberSimulations = 10, seed = 42)
|
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