Distributacalcul (version 0.4.0)

independent: Independence Copula

Description

Computes CDF and simulations of the independence copula.

Usage

cIndependent(u1, u2, ...)
crIndependent(numberSimulations = 10000, seed = 42)

Value

Function :

• cIndependent returns the value of the copula.

• crIndependent returns simulated values of the copula.

Arguments

u1, u2

points at which to evaluate the copula.

...

other parameters.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

Details

The independence copula has CDF : $$C(u_{1}, u_{2}) = u_{1} \times u_{2}$$ for \(u_{1}, u_{2} \in [0, 1]\).

Examples

cIndependent(u1 = .76, u2 = 0.4)

crIndependent(numberSimulations = 10, seed = 42)