# EmpiricalCopulae: Bivariate Empirical Copulae In fCopulae: Rmetrics - Bivariate Dependence Structures with Copulae

## Description

A collection and description of functions to investigate bivariate empirical copulae.

Empirical Copulae Functions:

 `pempiricalCopula` computes empirical copula probability, `dempiricalCopula` computes empirical copula density.

## Usage

 ```1 2``` ```pempiricalCopula(u, v, N = 10) dempiricalCopula(u, v, N = 10) ```

## Arguments

 `N` [empiricalCopula] - ... . `u, v` [*evCopula][*archmCopula] - two numeric values or vectors of the same length at which the copula will be computed. If `u` is a list then the the `\$x` and `\$y` elements will be used as `u` and `v`. If `u` is a two column matrix then the first column will be used as `u` and the the second as `v`.

## Value

Th functions `*Spec` return an S4 object of class `"fCOPULA"`. The object contains the following slots:

 `@call` the function call. `@copula` the name of the copula. `@param` a list whose elements specify the model parameters. `@title` a character string with the name of the copula. This can be overwritten specifying a user defined input argument. `@description` a character string with an optional user defined description. By default just the current date when the test was applied will be returned.

The function `pcopula` returns a numeric matrix of probabilities computed at grid positions `x`|`y`.

The function `parchmCopula` returns a numeric matrix with values computed for the Archemedean copula.

The function `darchmCopula` returns a numeric matrix with values computed for thedensity of the Archemedean copula.

The functions `Phi*` return a numeric vector with the values computed from the Archemedean generator, its derivatives, or its inverse.

The functions `cK` and `cKInv` return a numeric vector with the values of the density and inverse for Archimedian copulae.

## Author(s)

Diethelm Wuertz for the Rmetrics R-port.

fCopulae documentation built on March 13, 2020, 1:31 a.m.