Plot of simulated observations for copula

simulatedCopulaHexPlot(
  copula,
  numberSimulations = 10000,
  seed = 42,
  dependencyParameter
)

Arguments

copula

Copula to visualize, presently one of :

  • "Independant": Independant copula.

  • "FrechetLowerBound": Fréchet Lower Bound copula.

  • "FrechetUpperBound": Fréchet Upper Bound copula.

  • "BivariateEFGM": Eyraud-Farlie-Gumbel-Morgenstern copula.

  • "Frechet": Fréchet copula.

  • "BivariateCA": Bivariate Cuadras-Augé copula.

  • "BivariateMO": Bivariate Marhsall-Olkin copula.

  • "BivariateAMH": Bivariate Ali-Mikhail-Haq copula.

  • "BivariateClayton": Bivariate Clayton copula.

  • "BivariateFrank": Bivariate Frank copula.

  • "BivariateGumbel": Bivariate Gumbel copula.

numberSimulations

Number of simulations.

seed

Simulation seed, 42 by default.

dependencyParameter

correlation parameter.

Value

Returns plot of simulated observations for the chosen copula.