texmex (version 2.1)

copula: Calculate the copula of a matrix of variables

Description

Returns the copula of several random variables.

Usage

copula(x, na.last = NA)
"plot"(x, jitter. = FALSE, jitter.factor=1, ...)

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.

jitter.factor

How much jittering to use. Defaults to jitter.factor = 1.

...

Further arguments to be passed to plot method.

Value

A matrix with the same dimensions as x, each column of which contains the quantiles of each column of x. This object is of class copula.

Details

The result is obtained by applying edf to each column of x in turn. Print, plot and summary methods are available for the copula class.

See Also

edf

Examples

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