Have you looked in the package 'copula'?
Regards,
Jos?
Jos? Iparraguirre
Chief Economist
Age UK
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On Behalf Of eliza botto
Sent: 31 January 2013 11:13
To: r-help at r-project.org
Subject: [R] lower corner cumulative probability
Dear useRs,
With the following set of command i managed to create the copula density
=============================================== >library(MASS)
>library(evd) >X<-matrix(sample(1:3000), ncol=2)
>U=cbind(rank(X[,1])/(nrow(X)+1),rank(X[,2])/(nrow(X)+1))> mat1=kde2d(U[,1],U[,2],n=150) image(mat1$x,mat1$y,mat1$z,col
rev(heat.colors(1500)),xlab="",ylab="")
contour(mat1$x,mat1$y,mat1$z,add TRUE,levels = pretty(c(0,4), 11))
========================================================Is there a way we can
find the cumulative probability of lower corner of copula density???
i know a manual a manual way of doing it, but its taking too long...
thanks in advance
Eliza
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