copulaEmp: Empirical copula

In NCSCopula: Non-Central Squared Copula Models Estimation

Description

This function computes the empirical bivariate copula at a series of points.

Usage

copulaEmp(u, U)

Arguments

u	(nx2) data matrix of points.
U	(nx2) data matrix of pseudo-observations.

Value

cdf	Empirical copula values at u.

Author(s)

Bouchra R. Nasri, August 14, 2019

Examples

param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)
u = matrix(c(0.2,0.6,0.3,0.5,0.7,0.9),ncol=2,byrow=TRUE);
cdf=copulaEmp(u,U);

NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.