Computes CDF and simulations of the Fréchet lower bound copula.
cFrechetLowerBound(u1, u2, ...)
crFrechetLowerBound(numberSimulations = 10000, seed = 42)points at which to evaluate the copula.
other parameters.
Number of simulations.
Simulation seed, 42 by default.
Function :
cFrechetLowerBound returns the value of the copula.
crFrechetLowerBound returns simulated values of the copula.
The Fréchet lower bound copula has CDF : $$C(u_{1}, u_{2}) = \max(u_{1} + u_{2} - 1, 0)$$ for \(u_{1}, u_{2} \in [0, 1]\).
cFrechetLowerBound(u1 = .76, u2 = 0.4)
#> [1] 0.16
crFrechetLowerBound(numberSimulations = 10, seed = 42)
#> [,1] [,2]
#> [1,] 0.9148060 0.08519396
#> [2,] 0.9370754 0.06292459
#> [3,] 0.2861395 0.71386047
#> [4,] 0.8304476 0.16955237
#> [5,] 0.6417455 0.35825448
#> [6,] 0.5190959 0.48090405
#> [7,] 0.7365883 0.26341169
#> [8,] 0.1346666 0.86533340
#> [9,] 0.6569923 0.34300771
#> [10,] 0.7050648 0.29493522