genmat.copem: Matrix of empirical copula.
In mathphysmx/empiricalDistribution: Empirical Distributions
Description
Usage
Arguments
Details
Value
References
Examples
Description
Computes the matrix of empirical copula.
Usage
1
genmat.copem(mat.xy)
Arguments
mat.xy
A 2-columns data.frame with the observations (x1,y1),...,(xn,yn).
Details
mat.copem[i+1,j+1] is equivalent to Cn(i/n,j/n). Deheuvels, 1979 or Nelsen, 2006
Value
A (n+1)x(n+1)- matrix with the values of the empirical copula.
References
Equation (3) of Erdely, A. and Diaz-Viera, M. 2010.
Examples
1
2
x <- cbind(1:5, c(2, 4, 3, 6, 7))
genmat.copem(x)
mathphysmx/empiricalDistribution documentation built on May 7, 2019, 10:55 p.m.
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Description Usage Arguments Details Value References Examples
Description
Computes the matrix of empirical copula.
Usage
1 | genmat.copem(mat.xy)
|
Arguments
mat.xy |
A 2-columns data.frame with the observations (x1,y1),...,(xn,yn). |
Details
mat.copem[i+1,j+1] is equivalent to Cn(i/n,j/n). Deheuvels, 1979 or Nelsen, 2006
Value
A (n+1)x(n+1)- matrix with the values of the empirical copula.
References
Equation (3) of Erdely, A. and Diaz-Viera, M. 2010.
Examples
1 2 | x <- cbind(1:5, c(2, 4, 3, 6, 7))
genmat.copem(x)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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