Description Usage Arguments Value Author(s) References See Also Examples
A copula from the copula family of a symmetric copula with cubic and quadratic sections (cqsCopula
) for a given pair of parameters param
(Nelsen 2006).
1 |
param |
The copula is defined by the two-place parameter |
fixed |
a single character referring to "a" or "b" fixing one of the parameters. This allows to estimate the remaining parameter through inversion of Kendall's tau |
An cqsCopula
object that behaves (almost) like any other copula
from the copula-package
.
Benedikt Graeler
Nelsen, Roger B. (2006): An Introduction to Copulas, second edition, Springer
See also asCopula
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 | cop <- cqsCopula(c(-2.1,0.8))
cop
smpl <- rCopula(100, cop)
par(mfrow=c(2,2), mai=c(0.4,0.4,0.4,0.4))
plot(smpl,asp=1, main="sample")
persp(cop, dCopula, asp=1, main="density")
contour(cop, pCopula, asp=1, main="CDF")
points(rCopula_y(0.4, cop, 10), col="red")
copFit <- fitCopula(cop, smpl)
tau(cop)
rho(cop)
lambda(cop)
# too few points, but faster for package compilation
kenCop <- getKendallDistr(cop, smpl)
curve(kenCop, main="Kendall function", asp=1)
|
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