copula (version 0.999-19)

fhCopula: Construction of Fr<U+00E9>chet-Hoeffding Bound Copula Objects

Description

Constructs the Fr<U+00E9>chet-Hoeffding lower and upper bound copulas aka \(W\) and \(M\).

Usage

fhCopula(family = c("upper", "lower"), dim = 2L)
lowfhCopula(dim = 2L)
 upfhCopula(dim = 2L)

Arguments

family

a character string specifying the Fr<U+00E9>chet-Hoeffding bound copula.

dim

the dimension of the copula; note that the lower Fr<U+00E9>chet-Hoeffding bound is only available in the bivariate case.

Value

A copula object of class "'>lowfhCopula" or "'>upfhCopula".

Examples

# NOT RUN {
## Lower bound  W : -------------------------

try(W <- lowfhCopula(dim = 3)) # lower bound is *not* a copula for dim > 2
W <- lowfhCopula()
wireframe2(W, FUN = pCopula)
plot(W, n=100) # perfect anti-correlation ( rho = tau = -1 )

## Upper bound  M : -------------------------

wireframe2(upfhCopula(dim = 2), pCopula)
M <- upfhCopula(dim = 3)
set.seed(271)
splom2(M, n = 100) # "random" data: all perfectly correlated
# }