d.grid {GRIDCOPULA}

Evaluates the density of a grid type copula

Description

Returns the corresponding density values of a grid type copula.

Usage

d.grid(U, V = NULL, gc)

Arguments

U

a matrix of size nx2 with the observed values. It can also be a vector of size kx1 with the values of the U_1 variable.

V

optional, a vector of size kx1 with the values of the U_2 variable.

gc

a grid type copula object.

Value

Returns a vector with the corresponding density.

Examples

# Generating simulated data with a transformation to the copula domain
n <- 500
x <- rgamma(n,4,1/2)
e <- rnorm(n,0,.3)
y <- sin(x+e)
Fx <- ecdf(x)
Fy <- ecdf(y)
u <- Fx(x)
v <- Fy(y)
df <- cbind(u,v)
copula.grid <- estimate.gridCopula(U = df, k = 5, m = 4 , method = "ml")
d.grid(df,gc=copula.grid)

# Using the Iris dataset, transformation is not mandatory
copula.grid <- estimate.gridCopula(X = iris[,1:2], k = 3, m = 7 , method = "ml")
d.grid(copula.grid$U,gc=copula.grid)