independent {Distributacalcul} | R Documentation |
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 :
for .
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)
[Package Distributacalcul version 0.4.0 Index]