indCop: Construction of Independence copula object

In AlexanderRitz/copR: Archimedean Copulas (copR)

Description

Constructs a indcop object, holding all relevant information on an Independence copula. The number of dimensions has to be supplied.

Usage

indcop(dim = 2L)

Arguments

dim	integer. Supplies the number of dimensions of the copula to be constructed.

Value

A list of class "indcop" with elements

dimension	Number of dimensions
family	Name of constructed copula family, here "Independence"
distribution	A list consisting of expressions for cdf and pdf

The expressions can be evaluated for the variables "ui" in the case of cdf and pdf.

References

Hofert et al. (2018). Elements of Copula Modeling with R. Springer.

Nelsen (2006). An introduction to copulas. Springer Series in Statistics. Second Edition.

Frees and Valdez (1998). Understanding Relationships Using Copulas. North American Actuarial Journal 2(1):1-25 January 1998.

See Also

claycop and frankcop

Examples

excop <- indcop(dim = 2)
summary(excop)

AlexanderRitz/copR documentation built on Oct. 30, 2019, 4:11 a.m.