frechetLowerBound.Rd
Computes CDF and simulations of the Fréchet lower bound copula.
cFrechetLowerBound(u1, u2, ...) crFrechetLowerBound(numberSimulations = 10000, seed = 42)
u1, u2 | points at which to evaluate the copula. |
---|---|
... | other parameters. |
numberSimulations | Number of simulations. |
seed | 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] 0.16crFrechetLowerBound(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