gridCOP

Compute a grid of copula values. This function has the primary intention of supporting 3D renderings or 2D images of the copulatic surface. Users should be aware of the convention of the placement of the plotting origin and the various plotting mechanisms available to them in R. By convention copulatic surfaces start in lower left corner for \(u = v = 0\), but matrix conventions (or at least how some functions plot matrices) start with the origin in the upper left.

copula utility

copulatic surface

Extensive functions for bivariate copula (bicopula) computations and related operations
for bicopula theory. The lower, upper, product, and select other bicopula are implemented along
with operations including the diagonal, survival copula, dual of a copula, co-copula, and
numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical
derivatives and inverses of a bicopula are provided through which simulation is implemented.
Bicopula composition, convex combination, asymmetry extension, and products also are provided.
Support extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau,
Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-
Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and
positive/negative quadrant dependency, left (right) increasing (decreasing) are available.
Other features include Kullback-Leibler Divergence, Vuong Procedure, spectral measure, and
Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

William Asquith

copBasic

General Bivariate Copula Theory and Many Utility Functions

gridCOP function

<dl> <dt>cop</dt>
<dd>A copula function;</dd> <dt>para</dt>
<dd>Vector of parameters or other data structure, if needed, to pass to the copula;</dd> <dt>delta</dt>
<dd>The \(\Delta u = \Delta v\) of the grid edges;</dd> <dt>transpose</dt>
<dd>A logical to transpose the returned grid. This is needed if functions such as <code><a href="/link/image()?package=copBasic&version=2.2.6" data-mini-rdoc="copBasic::image()">image()</a></code> in R are to be used for visualization (see last example in Examples with <code>composite2COP</code>); and</dd> <dt>...</dt>
<dd>Additional arguments to pass.</dd></dl>

Arguments

Author

Compute a Copula on a Grid — gridCOP

<dl>

 <dt>cop</dt>
<dd>A copula function;</dd>

 <dt>para</dt>
<dd>Vector of parameters or other data structure, if needed, to pass to the copula;</dd>

 <dt>delta</dt>
<dd>The \(\Delta u = \Delta v\) of the grid edges;</dd>

 <dt>transpose</dt>
<dd>A logical to transpose the returned grid. This is needed if functions such as <code><a href='https://rdrr.io/r/graphics/image.html'>image()</a></code> in R are to be used for visualization (see last example in Examples with <code>composite2COP</code>); and</dd>

 <dt>...</dt>
<dd>Additional arguments to pass.</dd>

</dl>

gridCOP: Compute a Copula on a Grid

Description

Usage

Value

Arguments

Author

See Also