independent: Independence Copula

In Distributacalcul: Probability Distribution Functions

Description

Computes CDF and simulations of the independence copula.

Usage

cIndependent(u1, u2, ...)

crIndependent(numberSimulations = 10000, seed = 42)

Arguments

u1, u2	points at which to evaluate the copula.
...	other parameters.
numberSimulations	Number of simulations.
seed	Simulation seed, 42 by default.

Details

The independence copula has CDF :

C(u1, u2) = u1 * u2

for 0 <= u1, u2 <= 1.

Value

Function :

• cIndependent returns the value of the copula.

• crIndependent returns simulated values of the copula.

Examples

cIndependent(u1 = .76, u2 = 0.4)

crIndependent(numberSimulations = 10, seed = 42)

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.