diracS1


  Indicator function of the set A, where A = (-infinity,u)

arith

Bi-variate data fitting is done by two stochastic
components: the marginal distributions and the dependency
structure. The dependency structure is modeled through a
copula. An algorithm was implemented considering seven families
of copulas (Generalized Archimedean Copulas), the best fitting
can be obtained looking all copula's options (totally positive
of order 2 and stochastically increasing models).

diracS1: diracS1

Description

Usage

Arguments

Value

See Also