File:Four Correlations.png
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[edit]DescriptionFour Correlations.png |
English: An example of the bivariate Gaussian (normal), Student-t, Gumbel, and Clayton copulæ |
Date | |
Source | Own work |
Author | Avraham |
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Source code
[edit]library(copula)
n.cop <- normalCopula(0.5, 2)
t.cop <- tCopula(0.5, 2, df = 1)
g.cop <- gumbelCopula(4, dim = 2)
clayton.cop <- claytonCopula(5, dim = 2)
png('FourCorrelations.png', type = 'cairo', width = 800, height = 800, pointsize = 16)
par(mfrow=c(2,2))
n <- 5e3
plot(rCopula(n, n.cop), pch = 20, main = '', sub = expression("Bivariate Gaussian copula with" ~ rho ~ "= 0.5"), xlab = '', ylab = '')
plot(rCopula(n, t.cop), pch = 20, main = '', sub = expression("Bivariate Student-t copula with" ~ rho ~ "= 0.5 and dof = 1"), xlab = '', ylab = '')
plot(rCopula(n, g.cop), pch = 20, main = '', sub = expression("Bivariate Gumbel copula with" ~ alpha ~ "= 4"), xlab = '', ylab = '')
plot(rCopula(n, clayton.cop), pch = 20, main = '', sub = expression("Bivariate Clayton copula with" ~ alpha ~ "= 5"), xlab = '', ylab = '')
dev.off()
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[edit]I, the copyright holder of this work, hereby publish it under the following license:
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This file is licensed under the Creative Commons Attribution 4.0 International license.
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Date/Time | Thumbnail | Dimensions | User | Comment | |
---|---|---|---|---|---|
current | 01:39, 30 January 2015 | ![]() | 800 × 800 (92 KB) | Avraham (talk | contribs) | Better for screen display, I believe. |
01:30, 30 January 2015 | ![]() | 1,920 × 1,080 (130 KB) | Avraham (talk | contribs) | User created page with UploadWizard |
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