empSurCopula: Constructor of an empirical survival copula class

In BenGraeler/spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

Constructs an object of the empirical survival copula class empSurCopula, see genEmpSurCop for a simplified version.

Usage

empSurCopula(sample=NULL, copula)

Arguments

sample	A sample from a provided or unknown copula family.
copula	The underlying theoretical copula, in case it is known or a sample should be generated.

Value

An object of empSurCopula.

Note

Its implementation of pCopula is based on C-code from copula-package.

Author(s)

Benedikt Graeler

See Also

genEmpSurCop for a simplified constructor with sample length control.

Examples

empCop <- empSurCopula(rCopula(500,frankCopula(0.7)))
str(empCop)

empCop <- empSurCopula(copula=frankCopula(0.7))
str(empCop)

empCop <- empSurCopula(rCopula(500,frankCopula(0.7)), frankCopula(0.7))
str(empCop)

# the empirical value
pCopula(c(0.3, 0.5), empCop)

# the theoretical value
pCopula(c(0.3, 0.5), frankCopula(0.7))

BenGraeler/spcopula documentation built on Nov. 20, 2020, 4:07 p.m.