bivpmf: bivariate probability mass function: cdf and correlation

Description Usage Arguments Value Examples

Description

bivariate probability mass function: cdf and correlation

Usage

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bivpmf2cdf(bpmf)
corbivpmf(bpmf)

Arguments

bpmf

bivariate probability mass function in a matrix (non-negative and sums to 1)

Value

matrix with bivariate cdf for bivpmf2cdf()

means, variances, covariance, correlation for corbivpmf(), assuming categories are 0:(nrow(pbmf)-1) and 0:(ncol(pbmf)-1)

Examples

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bpmf=matrix(c(.1,.2,.3,.2,.1,.1),2,3)
bivpmf2cdf(bpmf)
corbivpmf(bpmf)

YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.