simulatedCopulaHexPlot: Plot of simulated observations for copula

Description Usage Arguments Value

View source: R/simulatedCopulaHexPlot.R

Description

Plot of simulated observations for copula

Usage

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simulatedCopulaHexPlot(
  copula,
  numberSimulations = 10000,
  seed = 42,
  dependencyParameter
)

Arguments

copula

Copula to visualize, presently one of :

  • "Independant": Independant copula.

  • "FrechetLowerBound": Fréchet Lower Bound copula.

  • "FrechetUpperBound": Fréchet Upper Bound copula.

  • "BivariateEFGM": Eyraud-Farlie-Gumbel-Morgenstern copula.

  • "Frechet": Fréchet copula.

  • "BivariateCA": Bivariate Cuadras-Augé copula.

  • "BivariateMO": Bivariate Marhsall-Olkin copula.

  • "BivariateAMH": Bivariate Ali-Mikhail-Haq copula.

  • "BivariateClayton": Bivariate Clayton copula.

  • "BivariateFrank": Bivariate Frank copula.

  • "BivariateGumbel": Bivariate Gumbel copula.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

dependencyParameter

correlation parameter.

Value

Returns plot of simulated observations for the chosen copula.


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