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

• pCopula,matrix,ConvexCombCopula-method: Method for the cbCopula

• pCopula,matrix,Cort-method: Method for the class Cort

• pCopula,matrix,CortForest-method: Method for the class CortForest

• pCopula,matrix,cbCopula-method: Method for the cbCopula

• pCopula,matrix,cbkmCopula-method: Method for the cbCopula

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

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