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8: Nonparametric, Derived, and Formula Distributions
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Core Algorithms
Use Different Copula Kernels
Construct a
CopulaDistribution
with subkernels used in different applications.
In[1]:=
X
Framed[ParallelTable[ Plot3D[Evaluate@ CDF[CopulaDistribution[ c, {UniformDistribution[{0, 1}], UniformDistribution[{0, 1}]}], {x, y}], {x, -0.1, 1.1}, {y, -0.1, 1.1}, PlotLabel -> c, Mesh -> None, ColorFunction -> "Pastel", Ticks -> None, ImageSize -> 130], {c, {"Minimal", "Maximal", "Product", {"Frank", 1/2}, {"Clayton", 5}, {"GumbelHougaard", 2}, {"FGM", 1/3}, {"AMH", 1/2}, {"Binormal", 1/2}}}], RoundingRadius -> 10, FrameStyle -> GrayLevel@0.3, FrameMargins -> 10, Background -> LightBlue]
Out[1]=