kdecopula: fitted.kdecopula – R documentation

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fitted.kdecopula

Extract fitted values from a kdecop() fits.

Description

Simply calls predict(object, object$udata, what).

Usage

## S3 method for class 'kdecopula'
fitted(object, what = "pdf", ...)

Arguments

`object`	an object of class `kdecopula`.
`what`	what to predict, one of `c("pdf", "cdf", "hfunc1", "hfunc2", "hinv1", "hinv2")`.
`...`	unused.

Examples

data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x) / (length(x) + 1))
fit <- kdecop(udat[, 5:6])

all.equal(fitted(fit), predict(fit, fit$udata))

kdecopula

Kernel Smoothing for Bivariate Copula Densities

v0.9.2

GPL-3

Authors

Thomas Nagler [aut, cre], Kuangyu Wen [ctb]

Initial release