copula: Calculate the copula of a matrix of variables

In texmex: Threshold exceedences and multivariate extremes

Description

Returns the copula of several random variables.

Usage

copula(x, na.last = NA)
## S3 method for class 'copula'
plot(x, jitter. = FALSE, jitter.factor=1, ...)

Arguments

x	A matrix or data.frame containing numeric variables.
na.last	How to treat missing values. See rank for details.
jitter.	In the call to plot.copula, if jitter=TRUE, the values are jittered before plotting. Defaults to jitter. = FALSE.
jitter.factor	How much jittering to use. Defaults to jitter.factor = 1.
...	Further arguments to be passed to plot method.

Details

The result is obtained by applying edf to each column of x in turn.

Print, plot, show and summary methods are available for the copula class.

Value

A matrix with the same dimensions as x, each column of which contains the quantiles of each column of x. This object uis of class copula.

Author(s)

Harry Southworth

See Also

edf

Examples

  D <- liver[liver$dose == "D",]
  Dco <- copula(D)
  plot(Dco)

Example output

Loading required package: mvtnorm
Loading required package: ggplot2
Warning message:
In copula(D) : Some variables have been dropped: dose

texmex documentation built on May 2, 2019, 4:56 p.m.