pCopula {cort}R Documentation

Copula cdf

Description

This function returns the value of the copula itself on given points.

Usage

pCopula(u, copula, ...)

## S4 method for signature 'matrix,ConvexCombCopula'
pCopula(u, copula)

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

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

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

## S4 method for signature 'matrix,cbkmCopula'
pCopula(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 value of the copula on each observation

Functions

Examples

cop <- cbCopula(cort::recoveryourself_data,m = 5)
pCopula(rep(0,2),cop) == 0
pCopula(rep(0.5,2),cop)
pCopula(rep(1,2),cop) == 1


[Package cort version 0.3.2 Index]