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.