W_N5p12a {copBasic} | R Documentation |
Ordinal Sums of Lower-Bound Copula, Example 5.12a of Nelsen's Book
Description
Compute shuffles of Fréchet–Hoeffding lower-bound copula (Nelsen, 2006, p. 173), which is defined by partitioning within
into
subintervals:
for points within the partitions
and for points otherwise out side the partitions
The support of consists of
line segments connecting coordinate pairs
and
as stated by Nelsen (2006). The Spearman Rho (
rhoCOP
) is defined by , and the Kendall Tau (
tauCOP
) by .
Usage
W_N5p12a(u, v, para=1, ...)
Arguments
u |
Nonexceedance probability |
v |
Nonexceedance probability |
para |
A positive integer |
... |
Additional arguments to pass. |
Value
Value(s) for the copula are returned.
Author(s)
W.H. Asquith
References
Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.
See Also
W
, ORDSUMcop
, ORDSUWcop
, M_N5p12b
Examples
W_N5p12a(0.4, 0.6, para=5)
## Not run:
# Nelsen (2006, exer. 5.12a, p. 172, fig. 5.3a)
UV <- simCOP(1000, cop=W_N5p12a, para=4) # which is the same as
para <- list(cop=c(W, W, W, W), para=NULL, part=c(0,0.25,0.50,0.75,1))
UV <- simCOP(1000, cop=ORDSUMcop, para=para)
## End(Not run)
[Package copBasic version 2.2.4 Index]