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Description

Bivariate Copula Functions Based on Regular Grid.

Estimates grid type bivariate copula functions, calculates some association measures and provides several copula graphics.

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
Metadata

Version

1.0.1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
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    MMIXware
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