copula: Calculate the copula of a matrix of variables

In texmex: Statistical Modelling of Extreme Values

Calculate the copula of a matrix of variables

Description

Returns the copula of several random variables.

Usage

copula(x, na.last = NA, ...)

## Default S3 method:
copula(x, na.last = NA, ...)

## S3 method for class 'data.frame'
copula(x, na.last = NA, ...)

## S3 method for class 'matrix'
copula(x, na.last = NA, ...)

Arguments

x	A matrix or data.frame containing numeric variables.
na.last	How to treat missing values. See rank for details.
...	further arguments

Details

The result is obtained by applying edf to each column of x in turn.

Print and plot methods are available for the copula class.

Value

A matrix with the same dimensions as x, each column of which contains the quantiles of each column of x. This object is of class copula.

Methods (by class)

• copula(default): default method

• copula(data.frame): data frame method

• copula(matrix): matrix method

Author(s)

Harry Southworth

See Also

edf plot.copula ggplot.copula

Examples

  D <- liver[liver$dose == "D",]
  Dco <- copula(D)
  plot(Dco)

texmex documentation built on June 22, 2024, 12:26 p.m.