copula function

Calculate the copula of a matrix of variables

Returns the copula of several random variables.

copula(x, na.last = NA, ...)

## Default S3 method:
copula(x, na.last = NA, ...)

## S3 method for class 'data.frame'
copula(x, na.last = NA, ...)

## S3 method for class 'matrix'
copula(x, na.last = NA, ...)

Arguments

• x: A matrix or data.frame containing numeric variables.
• na.last: How to treat missing values. See rank for details.
• ...: further arguments

Returns

A matrix with the same dimensions as x, each column of which contains the quantiles of each column of x. This object is of class copula.

Details

The result is obtained by applying edf to each column of x in turn.

Print and plot methods are available for the copula class.

Methods (by class)

• copula(default): default method
• copula(data.frame): data frame method
• copula(matrix): matrix method

Examples

D <- liver[liver$dose == "D",]
  Dco <- copula(D)
  plot(Dco)

See Also

edf plot.copula ggplot.copula

Author(s)

Harry Southworth