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copBasic (version 2.2.8)

CIRCcop: Copula of Circular Uniform Distribution

Description

The Circular copula of the coordinates \((x, y)\) of a point chosen at random on the unit circle (Nelsen, 2006, p. 56) is given by $$\mathbf{C}_{\mathrm{CIRC}}(u,v) = \mathbf{M}(u,v) \mathrm{\ for\ }|u-v| > 1/2\mathrm{,}$$ $$\mathbf{C}_{\mathrm{CIRC}}(u,v) = \mathbf{W}(u,v) \mathrm{\ for\ }|u+v-1| > 1/2\mathrm{,\ and}$$ $$\mathbf{C}_{\mathrm{CIRC}}(u,v) = \frac{u+v}{2} - \frac{1}{4} \mathrm{\ otherwise\ }\mathrm{.}$$

The coordinates of the unit circle are given by $$\mathrm{CIRC}(x,y) = \biggl(\frac{\mathrm{cos}\bigl(\pi(u-1)\bigr)+1}{2}, \frac{\mathrm{cos}\bigl(\pi(v-1)\bigr)+1}{2}\biggr)\mathrm{.}$$

Usage

CIRCcop(u, v, para=NULL, as.circ=FALSE, ...)

Arguments

Value

Value(s) for the copula are returned.

References

Nelsen, R.B., 2006, An introduction to copulas: New York, Springer, 269 p.