Description Usage Arguments Value Examples
View source: R/BiCopParamDistLp.R
This function uses the numerical integration procedure
cubature::hcubature()
to numerical integrate the distance between
the distribution or between the densities of two bivariate copulas.
1 2 3 4 5 6 7 8 9 10 11 
family 
family of the first copula. 
par 
first parameter of the first copula. 
par_p 
first parameter of the second copula. 
par2 
second parameter of the first copula (only useful for twoparameter families of copulas). 
par2_p 
second parameter of the first copula (only useful for twoparameter families of copulas). 
family_p 
family of the second copula. 
p 
determines the L_p distance that is used. 
type 
type of the functions considered.
Can be 
maxEval 
maximum number of evaluation of the function be integrated. If 0, then no maximum limit is given. 
a list of four items
distance
the value of the distance
integral
the value of the integral, which is
the pth power of the distance.
error
the estimated relative error of the integral
returnCode
the integer return code of the C routine
called by cubature::hcubature()
.
This should be 0 if there is no error.
1 2 3 4 5 6 7 8 9 10 11 12 13 14  # Distance between the densities of a Gaussian copula with correlation 0.5
# and a Gaussian copula with correlation 0.2
BiCopParamDistLp(family = 1, par = 0.5, par_p = 0.2, p = 2, type = "cdf", maxEval = 10)
# Distance between the cdf of a Student copula
# with correlation 0.5 and 4 degrees of freedom
# and a Student copula with the same correlation but 20 degrees of freedom
BiCopParamDistLp(family = 2, par = 0.5, par_p = 0.5,
par2 = 5, par2_p = 20, p = 2, type = "pdf", maxEval = 10)
# Distance between the densities of a Gaussian copula with correlation 0.5
# and of a Student copula with correlation 0.5 and 15 degrees of freedom
BiCopParamDistLp(family = 1, par = 0.5, par_p = 0.5, par2_p = 15,
family_p = 2, p = 2, type = "pdf", maxEval = 10)

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