empiricalCopula: Constructor of an empirical copula class

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

Description

Constructs an object of the empirical copula class empiricalCopula, see genEmpCop for a simplified version.

Usage

empiricalCopula(sample=NULL, copula)

Arguments

sample	A sample from a provided or unknown copula family.
copula	The underlying theoretical copula, in case it is known or a sample should be generated.

Value

An object of empiricalCopula.

Note

Its implementation of pCopula is based on C-code from copula-package.

Author(s)

Benedikt Graeler

See Also

genEmpCop for a simplified constructor with sample length control.

Examples

empCop <- empiricalCopula(rCopula(500,frankCopula(0.7)))
str(empCop)

empCop <- empiricalCopula(copula=frankCopula(0.7))
str(empCop)

empCop <- empiricalCopula(rCopula(500,frankCopula(0.7)), frankCopula(0.7))
str(empCop)

# the empirical value
pCopula(c(0.3, 0.5), empCop)

# the theoretical value
pCopula(c(0.3, 0.5), frankCopula(0.7))

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