Revision 3909ac56a196b79173af915f5dec1582c730b991 authored by Bouchra R. Nasri on 28 November 2019, 15:50:02 UTC, committed by cran-robot on 28 November 2019, 15:50:02 UTC
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copulaEmp.R
#' @title Empirical copula
#'
#' @description This function computes the empirical bivariate copula at a series of points.
#'
#' @param u (nx2) data matrix of points.
#' @param U (nx2) data matrix of pseudo-observations.
#'
#' @return \item{cdf}{Empirical copula values at u.}
#'
#' @author Bouchra R. Nasri, August 14, 2019
#'
#'
#'
#' @examples param <- c(0.8, 2.5, 0.7) ;
#' U <- SimNCSCop('Clayton', 250, param)
#' u = matrix(c(0.2,0.6,0.3,0.5,0.7,0.9),ncol=2,byrow=TRUE);
#' cdf=copulaEmp(u,U);
#'
#' @export
copulaEmp <- function(u,U)
{
m = dim(u)[1];
cdf = 0*c(1:m);
U1 = U[,1];
U2 = U[,2];
for (j in 1:m){
cdf[j] = mean ((U1<u[j,1]) * (U2<u[j,2]));
}
return(cdf)
}
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