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2013 May 03
0
Empirica Copula
...de for those are:
# Make the functions for data distribution
dSAR<-function(SAR){dexp(SAR, rate=0.5)}
pSAR<-function(SAR){pexp(SAR, rate=0.5)}
qSAR<-function(SAR){qexp(c(seq(0,1, .01)),SAR, rate=0.5)}
dper<-function(per) {dexp(per,rate=0.5)}
pper<-function(per){pexp(per,rate=0.5)}
qper<-function(per){qexp(c(seq(0,1,.01)),per, rate=0.5)}
gmb<-gumbelCopula(3,dim=2) # create bivariate copula object with dim=2
#tau(gmb)
## construct a bivariate distribution with defined marginals
myCDF<- mvdc(gmb, margins=c("exp","exp"),
paramMargins=list(l...