EmpiricalCopulae          package:fCopulae          R Documentation

_B_i_v_a_r_i_a_t_e _E_m_p_i_r_i_c_a_l _C_o_p_u_l_a_e

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions to investigate 
     bivariate empirical copulae.  

     Empirical Copulae Functions:

       'pempiricalCopula'  computes empirical copula probability,
       'dempiricalCopula'  computes empirical copula density.

_U_s_a_g_e:

     pempiricalCopula(u, v, N = 10)
     dempiricalCopula(u, v, N = 10) 

_A_r_g_u_m_e_n_t_s:

       N: [empiricalCopula] - 
           ... . 

    u, v: [*evCopula][*archmCopula] - 
           two numeric values or vectors of the same length at which
          the copula will be computed. If 'u' is a list then the the
          '$x' and '$y' elements will be used as 'u'  and 'v'. If 'u'
          is a two column matrix then the  first column will be used as
          'u' and the the second  as 'v'. 

_V_a_l_u_e:

     Th functions '*Spec' return an S4 object  of class '"fCOPULA"'.
     The object contains the following slots:

   @call: the function call.   

 @copula: the name of the copula. 

  @param: a list whose elements specify the model parameters. 

  @title: a character string with the name of the copula. This can be 
          overwritten specifying a user defined input argument. 

@description: a character string with an optional user defined
          description.  By default just the current date when the test
          was applied will be returned. 


     The function 'pcopula' returns a numeric matrix of probabilities 
     computed at grid positions 'x'|'y'. 

     The function 'parchmCopula' returns a numeric matrix with values
     computed for the Archemedean copula. 

     The function 'darchmCopula' returns a numeric matrix with values
     computed for thedensity of the Archemedean copula. 

     The functions 'Phi*' return a numeric vector with the values
     computed from the Archemedean generator, its derivatives, or its
     inverse. 

     The functions 'cK' and {cKInv} return a numeric vector with the 
     values of the density and inverse for Archimedian copulae.

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## Not run: 
     ## fCOPULA -
        # getClass("fCOPULA")
        
     ## pcopula -
        # The default Normal Copula:
        # contour(pcopula())
     ## End(Not run)

