Description Usage Arguments Value Note Author(s) See Also Examples
Constructs an object of the empirical copula class empiricalCopula
, see genEmpCop
for a simplified version.
1 | empiricalCopula(sample=NULL, copula)
|
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. |
An object of empiricalCopula
.
Its implementation of pCopula
is based on C-code from copula-package
.
Benedikt Graeler
genEmpCop
for a simplified constructor with sample length control.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | empCop <- empiricalCopula(rCopula(500,frankCopula(0.7)))
str(empCop)
empCop <- empiricalCopula(copula=frankCopula(0.7))
str(empCop)
empCop <- empiricalCopula(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))
|
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