dCopula-methods: Copula density

In lrnv/cort: Some Empiric and Nonparametric Copula Models

Copula density

Description

This function returns the density of a given copula on given observations.

Usage

dCopula(u, copula, ...)

## S4 method for signature 'matrix,Cort'
dCopula(u, copula)

## S4 method for signature 'matrix,CortForest'
dCopula(u, copula)

## S4 method for signature 'matrix,cbCopula'
dCopula(u, copula)

Arguments

u	numeric matrix : one row per observation
copula	the copula object
...	other parameter to be passed to methods for this generic.

Value

The density of the copula on each observation

Functions

• dCopula,matrix,Cort-method: Method for the class Cort

• dCopula,matrix,CortForest-method: Method for the class CortForest

• dCopula,matrix,cbCopula-method: Method for the cbCopula

Examples

cop <- cbCopula(cort::funcdep_data[1:10,1:2], m = 5)
dCopula(rep(0,2),cop)
dCopula(rep(0.5,2),cop)
dCopula(rep(1,2),cop)

lrnv/cort documentation built on Dec. 11, 2023, 12:43 a.m.