Description
Bivariate Copula Functions Based on Regular Grid.
Description
Estimates grid type bivariate copula functions, calculates some association measures and provides several copula graphics.
README.md
GRIDCOPULA
Proyecto sobre GRIDCOPULA
Instalar el paquete
devtools::install_github("rogelio-sg/GRIDCOPULA@prueba",
auth_token = "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")
Ejemplo
library(GRIDCOPULA)
library(copBasic)
U <- simCOP(n = 1000, cop = CLcop, para = 5)
gc <- estimate.gridCopula(U = U, k = 7, m = 8)
measures.grid(gc) #Calcular todas las medidas
measures.grid(gc, measures = c("rho","tau","mi")) #Calcular solo rho, tau e información mutua