texmex (version 1.1)

copula: Get the copula of a matrix of variables

Description

Returns the copula of several random variables.

Usage

copula(x, na.last = NA)
## S3 method for class 'copula':
print(x, ...)
## S3 method for class 'copula':
show(x, ...)
## S3 method for class 'copula':
summary(object, ...)
## S3 method for class 'copula':
plot(x, jitter. = FALSE, ...)

Arguments

x

A matrix or data.frame containing numeric variables.

na.last

How to treat missing values. See rank for details.

jitter.

In the call to plot.copula, if jitter=TRUE, the values are jittered before plotting. Defaults to jitter=FALSE.

object

Object of class copula as returned by function copula.

...

Further arguments to be passed to methods.

Value

• A matrix with the same dimensions as x, each column of which contains the quantiles of each column of x.

Details

The result is obtained by applying edf to each column of x in turn.

See Also

edf

Examples

D <- liver[liver$dose == "D",]
  Dco <- copula(D)
  plot(Dco)