genEmpKenFun: Generates an empirical Kendall distribution function

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

Description

Generates an empirical Kendall distribution function in cases where no closed form exists. When a sample is provided (smpl) this exact sample is used to derive the empirical Kendall distribution function. Otherwise, a sample will be generated from the provided copula.

Usage

genEmpKenFun(copula, sample = NULL)

Arguments

copula	The underlying copula from which 1e6 samples are drawn by default.
sample	Optional, a specific sample that should be used to generate the empirical Kendall distribution function.

Value

A function returning the corresponding empirical Kendall distribution value.

Author(s)

Benedikt Graeler

See Also

getKendallDistr for the closed form of the Kendall distribution function.

Examples

empKenFun <- genEmpKenFun(frankCopula(0.7), rCopula(500, frankCopula(0.7)))
empKenFun(.9)

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