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indepCopula

Construction of Independence Copula Objects

Description

Constructs an independence copula with its corresponding dimension.

Usage

indepCopula(dim = 2)

Arguments

dim

the dimension of the copula.

Value

An independence copula object of class "indepCopula".

See Also

Mathematically, the independence copula is also a special (boundary) case of e.g., classes "archmCopula", "ellipCopula", and "evCopula".

Examples

indep.cop <- indepCopula(3)
x <- rCopula(10, indep.cop)
dCopula(x, indep.cop)
persp(indepCopula(), pCopula)
copula

Multivariate Dependence with Copulas

v1.0-1
GPL (>= 3) | file LICENCE
Authors
Marius Hofert [aut] (<https://orcid.org/0000-0001-8009-4665>), Ivan Kojadinovic [aut] (<https://orcid.org/0000-0002-2903-1543>), Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Jun Yan [aut] (<https://orcid.org/0000-0003-4401-7296>), Johanna G. Nešlehová [ctb] (evTestK(), <https://orcid.org/0000-0001-9634-4796>), Rebecca Morger [ctb] (fitCopula.ml(): code for free mixCopula weight parameters)
Initial release
2020-12-07

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