getKendallDistr: Retrieving the Kendall Distribution function for a given...

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

Description

Depending on the copula passed, an analytical or empirical Kendall distribution function (kendallDistribution) is returned.

Usage

getKendallDistr(copula, sample = NULL)

Arguments

copula	A copula object.
sample	In case an empirical Kendall Distribution function has to be used, one can pass a sample of the copula that will then be used to derive the empirical Kendall distribution function. Of it is not provided, it will be sampled on the fly. Note, that fixing a sample might speed up computations considerably.

Value

A function that takes quantiles of the copula and returns the Kendall Distribution value for this quantile.

Author(s)

Benedikt Graeler

See Also

kendallDistribution

Examples

frankKenDistrFun <- getKendallDistr(frankCopula(.5))
frankKenDistrFun(.8)

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