asCopula: Constructor of an asymmetric copula with cubic and quadratic...

In spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description

A copula from the copula family of an asymmetric copula with cubic and quadratic sections for a given pair of parameters param (Nelsen 2006).

Usage

asCopula(param)

Arguments

param

The copula is defined by the two-place parameter param.

Value

An asCopula object that behaves (almost) like any other copula from the copula package.

Author(s)

Benedikt Graeler

References

Example 3.16 in: Nelsen, Roger B. (2006): An Introduction to Copulas, second edition, Springer

See Also

See also cqsCopula.

Examples

cop <- asCopula(c(-2.1,0.8))
cop

smpl <- rCopula(100, cop)

par(mfrow=c(2,2), mai=c(0.4,0.4,0.4,0.4))
plot(smpl,asp=1, main="sample")
persp(cop, dCopula, asp=1, main="density")

contour(cop, pCopula, asp=1, main="CDF")
points(rCopula_y(0.4, cop, 10), col="red")

copFit <- fitCopula(cop, smpl)
tau(cop)
rho(cop)
lambda(cop)

# too few points, but faster for package compilation
kenCop <- getKendallDistr(cop, smpl)
curve(kenCop, main="Kendall function", asp=1)

spcopula documentation built on May 2, 2019, 4:49 p.m.