NCSCopula (version 1.0.1)

copulaEmp: Empirical copula

Description

This function computes the empirical bivariate copula at a series of points.

Usage

copulaEmp(u, U)

Arguments

u

(nx2) data matrix of points.

U

(nx2) data matrix of pseudo-observations.

Value

cdf

Empirical copula values at u.

Examples

# NOT RUN {
param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)
u = matrix(c(0.2,0.6,0.3,0.5,0.7,0.9),ncol=2,byrow=TRUE);
cdf=copulaEmp(u,U);

# }