independent.RdComputes CDF and simulations of the independence copula.
cIndependent(u1, u2, ...) crIndependent(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 :
cIndependent returns the value of the copula.
crIndependent returns simulated values of the copula.
The independence copula has CDF : $$C(u_{1}, u_{2}) = u_{1} \times u_{2}$$ for \(u_{1}, u_{2} \in [0, 1]\).
cIndependent(u1 = .76, u2 = 0.4)#> [1] 0.304crIndependent(numberSimulations = 10, seed = 42)#> [,1] [,2] #> [1,] 0.9148060 0.4577418 #> [2,] 0.9370754 0.7191123 #> [3,] 0.2861395 0.9346722 #> [4,] 0.8304476 0.2554288 #> [5,] 0.6417455 0.4622928 #> [6,] 0.5190959 0.9400145 #> [7,] 0.7365883 0.9782264 #> [8,] 0.1346666 0.1174874 #> [9,] 0.6569923 0.4749971 #> [10,] 0.7050648 0.5603327