Nothing
"ChatZj" <- function(data, u = NULL) {
# Function that computes the empirical copula cdf
# $ \hat C ( u ) = \frac{1}{n+1} \sum_{j=1}^n I( data_j <= u ) , u \in [0,1]^d $
#----------------------------------------------------------------
# INPUT:
# data Data to compare u with
# u Data for which to compute empirical copula cdf
# OUTPUT:
# Chat Empirical copula cdf
#----------------------------------------------------------------
# Author: Daniel Berg <daniel at danielberg.no>
# Date: 26 September 2006
# Version: 1.0.2
#----------------------------------------------------------------
if (missing(u))
u <- data
n <- dim(u)[1]
d <- dim(u)[2]
m <- dim(data)[1]
Chat <- vector("numeric", n)
tdata <- t(data)
tu <- t(u)
for (j in 1:n) Chat[j] <- sum(colSums(tdata <= tu[, j]) == d)/(m + 1)
Chat
}
ChatZj2 <- function(data, u = NULL) {
if (missing(u))
u <- data
n <- dim(u)[1]
d <- dim(u)[2]
m <- dim(data)[1]
tmp <- .C("ChatZj",
as.double(data),
as.double(u),
as.integer(n),
as.integer(d),
as.integer(m),
as.double(rep(0, n)),
PACKAGE = "VineCopula")[[6]]
return(tmp)
}
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