File:Four Correlations.svg

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English: An example of the bivariate Gaussian (normal), Student-t, Gumbel, and Clayton copulæ
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Source Avraham
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Public domain This chart is ineligible for copyright and therefore in the public domain, because it consists entirely of information that is common property and contains no original authorship. For more information, see Commons:Threshold of originality § Charts

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Other versions File:Four Correlations.png
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R code

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) 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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inception

29 May 2020

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Date/TimeThumbnailDimensionsUserComment
current08:58, 29 May 2020Thumbnail for version as of 08:58, 29 May 20201,000 × 1,000 (6.73 MB)Andel== {{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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