pseudosC {CopulaGAMM}R Documentation

Estimation cdf, left-continuous cdf, and pseudo-observations

Description

This function estimates the empirical cdf, its left limit, and pseudo-observations for a univatiate vector y

Usage

pseudosC(y)

Arguments

y

univariate data

Value

Fn

Emprirical cdf

Fm

Left-contniuous cdf

U

Pseudo-obsevations

Author(s)

Bruno N. Remillard, January 20, 2022

Examples

y = rpois(100,2)
out=pseudosC(y)


[Package CopulaGAMM version 0.4.1 Index]