Generate a gridded representation of the bivariate empirical copula (see EMPIRcop, Salvadori et al., 2007, p. 140). This function has the primary intention of supporting 3-D renderings or 2-D images of the copulatic surface, but many empirical copula functions in copBasic rely on the grid of the empirical copula---unlike the functions that support parametric copulas.
EMPIRgrid(para=NULL, deluv=0.05, verbose=FALSE, ...)An R
list of the gridded values of \(u\), \(v\), and \(\mathbf{C}_{n}(u,v)\) values of the bivariate empirical copula is returned. (Well only \(\mathbf{C}_{n}(u,v)\) is in the form of a grid as an R
matrix.) The deluv used to generated the grid also is returned.
A vector (single element) of parameters---the U-statistics of the data (see example);
A delta value of the both the \(u\) and \(v\) axes (grid edges) for empirical copula estimation by the EMPIRcop function;
A logical controlling whether the progress during grid building is to be shown; and
Additional arguments to pass to EMPIRcop.
W.H. Asquith
Salvadori, G., De Michele, C., Kottegoda, N.T., and Rosso, R., 2007, Extremes in Nature---An approach using copulas: Springer, 289 p.
EMPIRcop, EMPIRcopdf