cqsCopula: Constructor of a symmetric copula with cubic quadratic...
In spcopula: Copula Driven Analysis - Multivariate, Spatial, Spatio-Temporal

Description Usage Arguments Value Author(s) References See Also Examples

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

1	cqsCopula(param=c(0,0), fixed="")

`param`	The copula is defined by the two-place parameter `param`. The default represents the product copula.
`fixed`	a single character referring to "a" or "b" fixing one of the parameters. This allows to estimate the remaining parameter through inversion of Kendall's tau `iTau` or Spearman's rho `iRho`.

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

Benedikt Graeler

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

See also asCopula.

cop <- cqsCopula(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)