independent {Distributacalcul}

Independence Copula

Description

Computes CDF and simulations of the independence copula.

Usage

cIndependent(u1, u2, ...)

crIndependent(numberSimulations = 10000, seed = 42)

Arguments

u1, u2

points at which to evaluate the copula.

...

other parameters.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

Details

The independence copula has CDF :

C(u_{1}, u_{2}) = u_{1} \times u_{2}

for u_{1}, u_{2} \in [0, 1].

Value

Function :

• cIndependent returns the value of the copula.

• crIndependent returns simulated values of the copula.

Examples

cIndependent(u1 = .76, u2 = 0.4)

crIndependent(numberSimulations = 10, seed = 42)