genEmpCop: Generate an empirical copula

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

Description

Generates an empirical (survival) copula from a sample and returns the corresponding function.

Usage

genEmpCop(copula, sample.size=1e5)
genEmpSurCop(copula, sample.size=1e5)

Arguments

copula	The theoretical copula to be represented numerically.
sample.size	The length of the sample to be used. The default is 1e5.

Value

An empirical copula class empiricalCopula.

Note

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

Author(s)

Benedikt Graeler

Examples

empCop <- genEmpCop(frankCopula(0.7), 500)

# 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.