trunCopula: Constructor of the truncated copula class.

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

Description

Returns a class trunCopula representing a truncated copula where mass of a continuous copula is concentrated in the boubndary curve.

Usage

trunCopula(copula, contPar, approx.u = 1:1000/1000)

Arguments

copula	the underlying continuous copula
contPar	The power 'p' of the polynomial boundary 'x^p'.
approx.u	a discretisation of the u-axis for numerical approximations

Value

An object of trunCopula

Author(s)

Benedikt Graeler

Examples

cop <- trunCopula(gumbelCopula(3), 1.2)
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")

contour(cop, pCopula, asp=1, main="CDF", n=201)
points(rCopula_y(0.4, cop, 10), col="red")

# too few points, but faster for package compilation
kenCop <- getKendallDistr(cop, smpl)
curve(kenCop, main="Kendall function", asp=1)

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