corc | R Documentation |
Takes a sample, its dimension, a sub-sample size, and returns a discrete copula.
corc(dataframe, varnames, subsampsize, nbsafe=5,mixties=FALSE,nthreads=2)
dataframe |
a data frame, containing the observations |
varnames |
the name of the variables we want to estimate the dependence between |
subsampsize |
the sub-sample size |
nbsafe |
the ratio between the number of sub-samples and the cardinality of the discretized copula. |
mixties |
if |
nthreads |
number of number of threads, assumed to be strictly positive. For "full throttle" computations, consider using parallel::detectCores() |
cop |
an array representing the discretized copula |
ties |
the number of sub-samples with a tie |
nsubsampreal |
the effective number of sub-samples drawn |
varnames |
the name of the variables studied |
nnm |
the number of observations without missing values |
Jerome Collet
lon <- 30
a <- 2
x <- rnorm(lon)
y = a*x^2+rnorm(lon)
datatable = as.data.frame(cbind(x,y))
c=corc(datatable,c("x","y"),8)
c
sum(c$cop)
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