Computes CDF and simulations of the independence copula.
cIndependent(u1, u2, ...)
crIndependent(numberSimulations = 10000, seed = 42)points at which to evaluate the copula.
other parameters.
Number of simulations.
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] 0.304
crIndependent(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