Copula density

Source: R/generics.R, R/Cort.R, R/CortForest.R, and 1 more

This function returns the density of a given copula on given observations.

dCopula(u, copula, ...)

# S4 method for class 'matrix,Cort'
dCopula(u, copula)

# S4 method for class 'matrix,CortForest'
dCopula(u, copula)

# S4 method for class 'matrix,cbCopula'
dCopula(u, copula)

Arguments

u

numeric matrix : one row per observation

copula

the copula object

...

other parameter to be passed to methods for this generic.

Value

The density of the copula on each observation

Functions

  • dCopula,matrix,Cort-method: Method for the class Cort

  • dCopula,matrix,CortForest-method: Method for the class CortForest

  • dCopula,matrix,cbCopula-method: Method for the cbCopula

Examples

cop <- cbCopula(cort::funcdep_data[1:10,1:2], m = 5)
dCopula(rep(0,2),cop)
#> [1] 0
dCopula(rep(0.5,2),cop)
#> [1] 0
dCopula(rep(1,2),cop)
#> [1] 0