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Distribuciones de cópula y muestras correlacionadas

Ajuste los parámetros de un modelo de muestras aleatorias correlacionadas a los datos, evalúe la distribución, genere muestras pseudoaleatorias correlacionadas en serie

Funciones

copulacdf Copula cumulative distribution function
copulapdf Copula probability density function
copulaparam Copula parameters as function of rank correlation
copulastat Copula rank correlation
copulafit Fit copula to data
copularnd Copula random numbers

Temas

  • Copulas: Generate Correlated Samples

    Copulas are functions that describe dependencies among variables, and provide a way to create distributions that model correlated multivariate data.

  • Generate Correlated Data Using Rank Correlation

    This example shows how to use a copula and rank correlation to generate correlated data from probability distributions that do not have an inverse cdf function available, such as the Pearson flexible distribution family.

  • Simulating Dependent Random Variables Using Copulas

    This example shows how to use copulas to generate data from multivariate distributions when there are complicated relationships among the variables, or when the individual variables are from different distributions.