Description Usage Arguments Value Author(s) See Also Examples
Generates an empirical Kendall distribution function in cases where no closed form exists. When a sample is provided (smpl
) this exact sample is used to derive the empirical Kendall distribution function. Otherwise, a sample will be generated from the provided copula.
1 | genEmpKenFun(copula, sample = NULL)
|
copula |
The underlying copula from which 1e6 samples are drawn by default. |
sample |
Optional, a specific sample that should be used to generate the empirical Kendall distribution function. |
A function returning the corresponding empirical Kendall distribution value.
Benedikt Graeler
getKendallDistr
for the closed form of the Kendall distribution function.
1 2 | empKenFun <- genEmpKenFun(frankCopula(0.7), rCopula(500, frankCopula(0.7)))
empKenFun(.9)
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