Mvdc {copula} | R Documentation |
Density, distribution function, and random generator for a multivariate distribution via copula.
mvdc(copula, margins, paramMargins) dmvdc(mvdc, x) pmvdc(mvdc, x) rmvdc(mvdc, n)
copula |
an object of copula. |
margins |
a character vector specifying all the marginal distributions. See details below. |
paramMargins |
a list of list with names components, giving the parameter values of the marginal distributions. See details below. |
mvdc |
a mvdc object. |
x |
a vector of the copula dimension or a matrix with number of rows being the copula dimension, giving the coordinates of the points where the density of distribution function need to be evaluated. |
n |
number of observations to be generated. |
The characters in argument margins
are used to construct
function names of density, distribution, and quantile functions. For
example, "norm" can be used to specify marginal distribution, because
"dnorm", "pnorm", and "qnorm" are all available.
Each component list in argument paramMargins
is a list with
named component which are used to specify the parameters of the
marginal distributions. For example,
paramMargins = list(list(mean = 0, sd = 2), list(rate = 2))
can be used to specify that the first margin is normal with mean 0 and
sd 2, and the second margin is exponential with rate 2.
'mvdc' constructs an object of class "mvdc"
.
'dmvdc' gives the density, 'pmvdc' gives the distribution
function, and 'rmvdc' generates random variates.
Jun Yan <jyan@stat.uconn.edu>
ellipCopula
,
archmCopula
,
mvdc-class
,
copula-class
## construct a bivariate distribution whose marginals ## are normal and exponential respectively, coupled ## together via a normal copula x <- mvdc(normalCopula(0.75), c("norm", "exp"), list(list(mean = 0, sd =2), list(rate = 2))) x.samp <- rmvdc(x, 100) dmvdc(x, x.samp) pmvdc(x, x.samp) persp(x, dmvdc, xlim = c(-4, 4), ylim=c(0, 1))