frechetUpperBound.Rd
Computes CDF and simulations of the Fréchet upper bound copula.
cFrechetUpperBound(u1, u2, ...) crFrechetUpperBound(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 :
cFrechetUpperBound
returns the value of the copula.
crFrechetUpperBound
returns simulated values of the copula.
The Fréchet upper bound copula has CDF : $$C(u_{1}, u_{2}) = \min(u_{1}, u_{2})$$ for \(u_{1}, u_{2} \in [0, 1]\).
cFrechetUpperBound(u1 = .56, u2 = 0.4)#> [1] 0.4crFrechetUpperBound(numberSimulations = 10, seed = 42)#> [,1] [,2] #> [1,] 0.9148060 0.9148060 #> [2,] 0.9370754 0.9370754 #> [3,] 0.2861395 0.2861395 #> [4,] 0.8304476 0.8304476 #> [5,] 0.6417455 0.6417455 #> [6,] 0.5190959 0.5190959 #> [7,] 0.7365883 0.7365883 #> [8,] 0.1346666 0.1346666 #> [9,] 0.6569923 0.6569923 #> [10,] 0.7050648 0.7050648