HAC (version 0.1-1)

pHAC: Cumulative distribution function

Description

This function computes the cdf for a given sample and copula model.

Usage

pHAC(X, hac)

Arguments

hac

an object of the class hac.

X

a data matrix. The sample has to contain at least $2$ rows (observations), since the values of the cdf cannot be computed otherwise. The column names have to be identical to the names of the variables of the hac object.

Value

• A vector containing the values of the cdf.

References

Joe, H. 1997, Multivariate Models and Dependence Concepts, Chapman & Hall. Nelsen, R.,B. 2006, An Introduction to Copulas, Spinger, 2nd Edition.

See Also

dHAC, dAC

Examples

# a hac obejct is defined
M = matrix(c(2, 0, 0, 0, 3, 4, 0, 0, ~X1 + X5, ~X2, ~X3, ~X4 + X6),
ncol = 4, byrow = TRUE)
g.model = hac(HAC_GUMBEL, M)

# sample from copula g.model
sample = rHAC(100, g.model)

# cdf at each vector of the sample
values = pHAC(sample, g.model)