censorcopula {censorcopula} | R Documentation |
Implement an interval censor method to break ties when using data with ties to fitting a bivariate copula.
nothing
Yan Li, Yang Li, Yichen Qin, and Jun Yan
Yan Li, Yang Li, Yichen Qin, and Jun Yan. Statistical Inference for Copula Modeling(working paper)
library(copula) ## Generate sample and introduce ties data <- rCopula(50, claytonCopula(2)) data[, 1] <- round(data[, 1], digit=1) ## Estimate parameter of clayton copula from the sample intervalFitb(copula=claytonCopula(2), method="BFGS", data)