cort (version 0.3.2)

dCopula: Copula density

Description

This function returns the density of a given copula on given observations.

Usage

dCopula(u, copula, ...)
# S4 method for matrix,Cort
dCopula(u, copula)
# S4 method for matrix,CortForest
dCopula(u, copula)
# S4 method for matrix,cbCopula
dCopula(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 density of the copula on each observation

Functions

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

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

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

Examples

# NOT RUN {
cop <- cbCopula(cort::funcdep_data[1:10,1:2], m = 5)
dCopula(rep(0,2),cop)
dCopula(rep(0.5,2),cop)
dCopula(rep(1,2),cop)

# }