copula.pdf.plot: Bivariate PDF estimation of copula - plot

In anthonyyazdani/KernelMVA: Kernel density estimation

Description

Bivariate PDF estimation of copula - plot

Usage

copula.pdf.plot(RV, grid_size, sqrt = FALSE)

Arguments

RV	Matrix: Realizations of two random variables.
grid_size	Scalar : The size of the grid on which the plot will be made.
sqrt	if sqrt = TRUE copula estimate is shown on the square root scale. It helps to have a better look at some of the details in the PDF. However, the estimate is misleading.

Value

Returns the PDF estimate across the grid.

Examples

OBJ = copula.pdf.plot(RV = cbind(rnorm(1000),rnorm(1000)), grid_size = 100)
OBJ$Plot3D
OBJ$Contour

anthonyyazdani/KernelMVA documentation built on March 29, 2021, 1:50 a.m.