Computes CDF and simulations of the Fréchet upper bound copula.
cFrechetUpperBound(u1, u2, ...)
crFrechetUpperBound(numberSimulations = 10000, seed = 42)points at which to evaluate the copula.
other parameters.
Number of simulations.
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] 0.4
crFrechetUpperBound(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