EMPIRgridderinv2

The grid from <code><a rd-options="" href="/link/EMPIRgrid?package=copBasic&version=2.1.4" data-mini-rdoc="copBasic::EMPIRgrid">EMPIRgrid</a></code>;

empgrid

A logical to trigger Kumaraswamy smoothing of the conditional quantile function; and

kumaraswamy

Generate a gridded representation of the inverse of the derivatives of the bivariate empirical copula of \(U\) with respect to \(V\). This function is the empirical analog to <code><a rd-options="" href="/link/derCOPinv2?package=copBasic&version=2.1.4" data-mini-rdoc="copBasic::derCOPinv2">derCOPinv2</a></code>.

derivative

empirical copula

empirical copula (derivative inverses)

Extensive functions for bivariate copula (bicopula) computations and related operations
for bicopula theory. The lower, upper, product, and select other bicopula are implemented along
with operations including the diagonal, survival copula, dual of a copula, co-copula, and
numerical bicopula density. Level sets, horizontal and vertical sections are supported. Numerical
derivatives and inverses of a bicopula are provided through which simulation is implemented.
Bicopula composition, convex combination, and products also are provided. Support
extends to the Kendall Function as well as the Lmoments thereof. Kendall Tau,
Spearman Rho and Footrule, Gini Gamma, Blomqvist Beta, Hoeffding Phi, Schweizer-
Wolff Sigma, tail dependency, tail order, skewness, and bivariate Lmoments are implemented, and
positive/negative quadrant dependency, left (right) increasing (decreasing) are available.
Other features include Kullback-Leibler divergence, Vuong procedure, spectral measure, and
Lcomoments for inference, maximum likelihood, and AIC, BIC, and RMSE for goodness-of-fit.

William Asquith

copBasic

General Bivariate Copula Theory and Many Utility Functions

EMPIRgridderinv2 function

The grid from <code><a rd-options='' href='EMPIRgrid'>EMPIRgrid</a></code>;

Generate a gridded representation of the inverse of the derivatives of the bivariate empirical copula of \(U\) with respect to \(V\). This function is the empirical analog to <code><a rd-options='' href='derCOPinv2'>derCOPinv2</a></code>.

EMPIRgridderinv2: Derivative Inverses of the Grid of the Bivariate Empirical Copula for U with respect to V

Description

Usage

Arguments

Value

See Also

Examples