Nothing
library("VineCopula")
library("spcopula")
data("simulatedTriples")
rtPair <- 1-as.matrix(rankTransform(triples[,c(1,3)]))
plot(rtPair,asp=1)
tdfEmp <- empBivJointDepFun(rtPair)
plot(tdfEmp,ylim=c(0,1), ylab="tail index", xlab="u")
abline(v=0.5, col="grey")
gaussCop <- fitCopula(normalCopula(0), rtPair)@copula
tdfGauss <- bivJointDepFun(gaussCop)
curve(tdfGauss, add=T,col="green",n=500)
gumbelCop <- fitCopula(gumbelCopula(2),rtPair)@copula
tdfGumbel <- bivJointDepFun(gumbelCop)
curve(tdfGumbel,add=T, col="blue",n=500)
BB6Cop <- fitCopula(BB6Copula(), rtPair)@copula
tdfBB6 <- bivJointDepFun(BB6Cop)
curve(tdfBB6, add=T,col="red",n=500)
legend("bottomright",
c("empirical", "Gaussian", "Gumbel", "BB6"),
col=c("black", "green", "blue", "red"), lty=1)
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