File:Four Correlations.svg
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Summary
[edit]DescriptionFour Correlations.svg |
English: An example of the bivariate Gaussian (normal), Student-t, Gumbel, and Clayton copulæ |
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Date | ||||||||
Source | Avraham | |||||||
Author |
Vector: |
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Permission (Reusing this file) |
I, the copyright holder of this work, hereby publish it under the following license:
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Other versions | File:Four Correlations.png | |||||||
SVG development InfoField | ||||||||
Source code InfoField | R codelibrary(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)
svg('Four Correlations.svg', width = 11.12, height = 11.12, 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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Date/Time | Thumbnail | Dimensions | User | Comment | |
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current | 08:58, 29 May 2020 | 1,000 × 1,000 (6.73 MB) | Andel (talk | contribs) | == {{int:filedesc}} == {{Information |Description={{en|1=An example of the bivariate Gaussian (normal), Student-t, Gumbel, and Clayton copulæ}} |date= 2020-05-29 |source=Avraham |author={{AutVec|{{U|Avraham}}|{{U|Andel}}|Four Correlations.png}} |permission= {{PD-chart}}{{self|cc-zero}} |other versions= File:Four Correlations.png |other fields={{Igen|R|0|+|code= library(copula) n.cop <- normalCopula(0.5, 2) t.cop <- tCopula(0.5, 2, df = 1) g.cop <- gumbelCopula(4, dim =... |
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Width | 800pt |
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Height | 800pt |