compare.copula.sim {copulaSim}

Performing the comparison between empirical data and multiple simulated datasets.

Description

Performing the comparison between empirical data and multiple simulated datasets.

Usage

compare.copula.sim(object)

Arguments

object

A copula.sim object for the comparison.

Value

Returned the comparison of marginal parameter and covariance.

1. mean.comparison: comparison between empirical marginal mean and average value of simulated marginal mean. (1) simu.mean: average value of simulated mean (2) simu.sd: average value of simulated standard error (3) simu.mean.low.lim: lower limit of 95% percentile confidence interval (4) simu.mean.upp.lim: upper limit of 95% percentile confidence interval (5) simu.mean.RB: relative bias (6) simu.mean.SB: standardized bias (7) simu.mean.RMSE: root mean square error

2. cov.comparison: comparison between empirical covariance and average value of simulated covariance

Author(s)

Pei-Shan Yen, Xuemin Gu