dirac1


Indicator function of the set A, where A = [u,infinity)

arith

Bi-variate data fitting is done by two stochastic
components: the marginal distributions and the dependency
structure. The dependency structure is modeled through a
copula. An algorithm was implemented considering seven families
of copulas (Generalized Archimedean Copulas), the best fitting
can be obtained looking all copula's options (totally positive
of order 2 and stochastically increasing models).

dirac1: dirac1

Description

Usage

Arguments

Value

See Also