censorcopula-package: Censor method to break ties

In censorcopula: Estimate Parameter of Bivariate Copula

Description

Implement an interval censor method to break ties when using data with ties to fitting a bivariate copula.

Details

nothing

Author(s)

Yan Li, Yang Li, Yichen Qin, and Jun Yan

References

Yan Li, Yang Li, Yichen Qin, and Jun Yan. Statistical Inference for Copula Modeling(working paper)

Examples

library(copula)

## Generate sample and introduce ties
data <- rCopula(50, claytonCopula(2))
data[, 1] <- round(data[, 1], digit=1)

## Estimate parameter of clayton copula from the sample
intervalFitb(copula=claytonCopula(2), method="BFGS", data)

censorcopula documentation built on May 2, 2019, 9:44 a.m.