dCopula {cort}R Documentation

Copula density

Description

This function returns the density of a given copula on given observations.

Usage

dCopula(u, copula, ...)

## S4 method for signature 'matrix,Cort'
dCopula(u, copula)

## S4 method for signature 'matrix,CortForest'
dCopula(u, copula)

## S4 method for signature 'matrix,cbCopula'
dCopula(u, copula)

Arguments

u

numeric matrix : one row per observation

copula

the copula object

...

other parameter to be passed to methods for this generic.

Value

The density of the copula on each observation

Functions

Examples

cop <- cbCopula(cort::funcdep_data[1:10,1:2], m = 5)
dCopula(rep(0,2),cop)
dCopula(rep(0.5,2),cop)
dCopula(rep(1,2),cop)


[Package cort version 0.3.2 Index]