pure_r_ECBC: Compute empirical checkerboard copula in arbitrary dimension

Description Usage Arguments Value Examples

View source: R/ECBC.R

Description

The function ECBC computes the mass distribution of the empirical (checkerboard) copula, given a (d+1)-dimensional sample (X,Y). If resolution equals sample size, the bi-linearly extended empirical copula is returned. Note, if there are ties in the sample an adjusted empirical copula is calculated.

Usage

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pure_r_ECBC(X, Y, resolution)

Arguments

X

a numeric matrix of dimension d indicating the conditioning (predictor) variables

Y

a numeric vector indicating the response variable

resolution

an integer indicating the resolution N of the checkerboard copula.

Value

array of dimension dim(X,Y).

Examples

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n <- 1000
x1 <- runif(n)
x2 <- runif(n)
y <- x1 + x2 + rnorm(n)
M <- pure_r_ECBC(X = cbind(x1,x2), Y = y, resolution = 8)

qmd documentation built on Sept. 28, 2021, 5:08 p.m.

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