"rhobevCOP" <-
function(cop=NULL, para=NULL, as.sample=FALSE,
brute=FALSE, delta=0.002, ...) {
if(as.sample) {
if(is.null(para)) {
warning("Sample Bivariate Rho desired but para is NULL, ",
"returning NULL")
return(NULL)
}
if(length(names(para)) != 2) {
warning("para argument must be data.frame having only two columns, ",
"returning NULL")
return(NULL)
}
return(mean(-log(para[,1]) * -log(para[,2])) - 1 )
}
if(brute) {
ws <- seq(.Machine$double.eps, 1-.Machine$double.eps, delta)
sum <- sum(sapply(ws, function(w) {
(-log(cop(exp(-w),exp(w-1), para=para, ...)))^(-2) }))
rhoE <- sum*delta - 1
return(rhoE)
}
myint <- NULL
try(myint <- integrate(function(w) {
(-log(cop(exp(-w),exp(w-1), para=para, ...)))^(-2) }, 0, 1) )
rhoE <- ifelse(is.null(myint), NA, myint$value - 1)
return(rhoE)
}
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