EMPIRgridder2: Derivatives of the Grid of the Bivariate Empirical Copula for...

EMPIRgridder2R Documentation

Derivatives of the Grid of the Bivariate Empirical Copula for U with respect to V

Description

Generate derivatives of U with respect to V of a gridded representation of the bivariate empirical copula (see EMPIRcop). This function is the empirical analog to derCOP2.

Usage

EMPIRgridder2(empgrid=NULL, ...)

Arguments

empgrid

The grid from EMPIRgrid; and

...

Additional arguments to pass.

Value

The gridded values of the derivatives of the bivariate empirical copula.

Author(s)

W.H. Asquith

See Also

EMPIRcop, EMPIRcopdf, EMPIRgrid, EMPIRgridder

Examples

# See examples under EMPIRgridder

wasquith/copBasic documentation built on March 10, 2024, 11:24 a.m.