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unisk2
2010 Mar 03
1
empirical copula code
...## dt2 = observed uniform data associated with the ranking
Sample data,
> dt1
S_i R_i
[1,] 7.0 10.0
[2,] 232.5 440.5
[3,] 143.0 141.5
[4,] 272.5 222.0
[5,] 46.0 34.0
[6,] 527.0 483.0
[7,] 420.5 563.5
[8,] 23.5 16.5
[9,] 56.5 68.5
[10,] 341.5 382.5
> dt2
unisk1 unisk2
[1,] 0.008 0.010
[2,] 0.298 0.615
[3,] 0.194 0.187
[4,] 0.357 0.297
[5,] 0.067 0.048
[6,] 0.767 0.687
[7,] 0.573 0.805
[8,] 0.032 0.025
[9,] 0.082 0.094
[10,] 0.452 0.516
for S_i data below, I have divided by 691:
> cbind(dt1/(691+1),dt2)
S_...