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copulaSim (version 0.0.1)

compare.copula.sim: Performing the comparison between empirical data and multiple simulated datasets.

Description

Performing the comparison between empirical data and multiple simulated datasets.

Usage

compare.copula.sim(object)

Value

Returned the comparison of marginal parameter and covariance.

  1. mean.comparison: comparison between empirical marginal mean and average value of simulated marginal mean. (1) simu.mean: average value of simulated mean (2) simu.sd: average value of simulated standard error (3) simu.mean.low.lim: lower limit of 95% percentile confidence interval (4) simu.mean.upp.lim: upper limit of 95% percentile confidence interval (5) simu.mean.RB: relative bias (6) simu.mean.SB: standardized bias (7) simu.mean.RMSE: root mean square error

  2. cov.comparison: comparison between empirical covariance and average value of simulated covariance

Arguments

object

A copula.sim object for the comparison.

Author

Pei-Shan Yen, Xuemin Gu