Description Usage Arguments Value Author(s) Examples
Returns a class trunCopula
representing a truncated copula where mass of a continuous copula is concentrated in the boubndary curve.
1 | trunCopula(copula, contPar, approx.u = 1:1000/1000)
|
copula |
the underlying continuous copula |
contPar |
The power 'p' of the polynomial boundary 'x^p'. |
approx.u |
a discretisation of the u-axis for numerical approximations |
An object of trunCopula
Benedikt Graeler
1 2 3 4 5 6 7 8 9 10 11 12 13 14 | cop <- trunCopula(gumbelCopula(3), 1.2)
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")
contour(cop, pCopula, asp=1, main="CDF", n=201)
points(rCopula_y(0.4, cop, 10), col="red")
# too few points, but faster for package compilation
kenCop <- getKendallDistr(cop, smpl)
curve(kenCop, main="Kendall function", asp=1)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.