479:
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()
43:
347:
243:
353:
99:
422:
443:
478:
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 =
374:
by waiving all of their rights to the work worldwide under copyright law, including all related and neighboring rights, to the extent allowed by law. You can copy, modify, distribute and perform the work, even for commercial purposes, all without asking permission.
728:
805:
795:
433:
745:== {{int:filedesc}} == {{Information |Description={{en|1=An example of the bivariate Gaussian (normal), Student-t, Gumbel, and Clayton copulæ}} |date= 2020-05-29 |source=
753:|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 =...
210:
261:, because it consists entirely of information that is common property and contains no original authorship. For more information, see
569:
552:
749:|author={{AutVec|{{U|Avraham}}|{{U|Andel}}|Four Correlations.png}} |permission= {{PD-chart}}{{self|cc-zero}} |other versions=
605:
73:
69:
65:
61:
57:
53:
47:
828:
This file contains additional information, probably added from the digital camera or scanner used to create or digitize it.
263:
659:
536:
110:
625:
589:
519:
82:
750:
453:
831:
If the file has been modified from its original state, some details may not fully reflect the modified file.
763:
The following pages on the
English Knowledge (XXG) use this file (pages on other projects are not listed):
405:
183:
772:
323:
359:
777:
767:
118:
371:
362:
727:
722:
257:
42:
105:
338:
I, the copyright holder of this work, hereby publish it under the following license:
153:
An example of the bivariate
Gaussian (normal), Student-t, Gumbel, and Clayton copulæ
746:
815:
251:
162:
738:
370:
The person who associated a work with this deed has dedicated the work to the
190:
172:
318:
314:
198:
310:
306:
302:
298:
294:
290:
286:
282:
278:
274:
270:
428:
449:
695:
Click on a date/time to view the file as it appeared at that time.
553:
copyrighted, dedicated to the public domain by copyright holder
341:
237:
93:
87:(SVG file, nominally 1,000 × 1,000 pixels, file size: 6.73 MB)
421:
442:
378:
http://creativecommons.org/publicdomain/zero/1.0/deed.en
503:
Add a one-line explanation of what this file represents
137:
117:
Commons is a freely licensed media file repository.
384:Creative Commons Zero, Public Domain Dedication
264:Commons:Threshold of originality § Charts
98:
8:
46:Size of this PNG preview of this SVG file:
833:
697:
499:
363:CC0 1.0 Universal Public Domain Dedication
322:
217:
788:The following other wikis use this file:
346:
843:
835:
765:
673:
657:
639:
623:
603:
587:
567:
550:
534:
517:
514:
495:
488:
358:This file is made available under the
242:
7:
686:
826:
508:
502:
447:
426:
337:
147:
130:
80:
507:
493:
441:
420:
351:
345:
241:
97:
31:
21:
490:
352:
148:
14:
489:
26:
1:
36:
796:Κοπούλα (θεωρία πιθανοτήτων)
606:Creative Commons CC0 License
515:Items portrayed in this file
806:Ֆինանսական տնտեսագիտություն
865:
812:Usage on ru.wikipedia.org
802:Usage on hy.wikipedia.org
792:Usage on el.wikipedia.org
751:File:Four Correlations.png
406:File:Four Correlations.png
687:
344:
16:
492:
476:
104:This is a file from the
744:
401:
205:
178:
168:
161:
158:
140:
108:. Information from its
111:description page there
773:Financial correlation
255:and therefore in the
143:Four Correlations.svg
412:SVG development
74:1,000 × 1,000 pixels
70:2,048 × 2,048 pixels
66:1,024 × 1,024 pixels
778:Financial economics
768:Copula (statistics)
52:Other resolutions:
723:08:58, 29 May 2020
852:
851:
784:Global file usage
756:
590:copyright license
501:
486:
485:
452:was created with
396:
395:
334:
333:
326:
236:
235:
214:
211:Reusing this file
126:
125:
106:Wikimedia Commons
32:Global file usage
856:
834:
735:
537:copyright status
445:
436:
424:
391:
388:
385:
382:
379:
360:Creative Commons
355:
354:
349:
348:
342:
327:
245:
244:
238:
232:
229:
226:
223:
218:
208:
164:
152:
144:
138:
122:
101:
100:
94:
88:
77:
62:768 × 768 pixels
58:480 × 480 pixels
54:240 × 240 pixels
48:600 × 600 pixels
864:
863:
859:
858:
857:
855:
854:
853:
822:
782:
764:
757:
741:
733:
689:
688:
685:
684:
683:
682:
681:
680:
679:
678:
676:
666:
665:
664:
662:
651:
650:
649:
648:
647:
646:
645:
644:
642:
632:
631:
630:
628:
617:
616:
615:
614:
613:
612:
611:
610:
608:
596:
595:
594:
592:
581:
580:
579:
578:
577:
576:
575:
574:
572:
561:
560:
559:
558:
557:
555:
543:
542:
541:
539:
528:
527:
526:
525:
524:
522:
506:
505:
504:
487:
482:
481:
480:
475:
467:
459:
458:
457:
439:
438:
432:
415:
397:
389:
386:
383:
380:
377:
340:
339:
269:
250:ineligible for
230:
227:
224:
221:
201:
196:
193:
188:
154:
142:
135:
128:
127:
116:
115:
114:is shown below.
90:
86:
79:
78:
51:
12:
11:
5:
862:
860:
850:
849:
846:
842:
841:
838:
825:
821:
820:
819:
818:
810:
809:
808:
800:
799:
798:
786:
785:
781:
780:
775:
770:
762:
761:
760:
755:
754:
743:
739:
736:
732:1,000 × 1,000
730:
725:
720:
716:
715:
712:
709:
706:
703:
700:
693:
692:
677:
674:
672:
671:
670:
669:
668:
667:
663:
658:
656:
655:
654:
653:
652:
643:
640:
638:
637:
636:
635:
634:
633:
629:
624:
622:
621:
620:
619:
618:
609:
604:
602:
601:
600:
599:
598:
597:
593:
588:
586:
585:
584:
583:
582:
573:
568:
566:
565:
564:
563:
562:
556:
551:
549:
548:
547:
546:
545:
544:
540:
535:
533:
532:
531:
530:
529:
523:
518:
516:
513:
512:
511:
510:
509:
498:
497:
494:
491:
484:
483:
477:
474:
471:
470:
468:
465:
461:
460:
440:
419:
418:
416:
413:
409:
408:
403:
402:Other versions
399:
398:
394:
393:
367:
366:
356:
336:
335:
332:
331:
329:
248:This chart is
246:
234:
233:
215:
203:
202:
197:
194:
189:
182:
180:
176:
175:
170:
166:
165:
160:
156:
155:
145:
136:
134:
131:
129:
124:
123:
102:
92:
91:
45:
41:
40:
39:
34:
29:
24:
19:
13:
10:
9:
6:
4:
3:
2:
861:
847:
844:
839:
836:
832:
829:
823:
817:
814:
813:
811:
807:
804:
803:
801:
797:
794:
793:
791:
790:
789:
783:
779:
776:
774:
771:
769:
766:
758:
752:
748:
742:
737:
731:
729:
726:
724:
721:
718:
717:
713:
710:
707:
704:
701:
699:
698:
696:
690:
675:image/svg+xml
661:
627:
607:
591:
571:
554:
538:
521:
472:
469:
463:
462:
455:
451:
444:
435:
430:
423:
417:
411:
410:
407:
404:
400:
392:
373:
372:public domain
369:
368:
364:
361:
357:
343:
330:
328:
325:
320:
316:
312:
308:
304:
300:
296:
292:
288:
284:
280:
276:
272:
267:
266:
265:
260:
259:
258:public domain
254:
253:
247:
240:
239:
225:Public domain
222:Public domain
220:
219:
216:
212:
207:
204:
200:
192:
187:
186:
181:
177:
174:
171:
167:
157:
151:
146:
139:
132:
120:
113:
112:
107:
103:
96:
95:
89:
84:
83:Original file
75:
71:
67:
63:
59:
55:
49:
44:
38:
35:
33:
30:
28:
25:
23:
20:
18:
15:
830:
827:
787:
694:
691:File history
376:
268:
262:
256:
249:
184:
149:
119:You can help
109:
81:
22:File history
641:29 May 2020
570:copyrighted
464:Source code
311:slovenščina
163:29 May 2020
141:Description
759:File usage
708:Dimensions
660:media type
299:македонски
206:Permission
185:Original:
27:File usage
734:(6.73 MB)
705:Thumbnail
702:Date/Time
626:inception
466:InfoField
414:InfoField
252:copyright
150:English:
824:Metadata
496:Captions
431:code is
321: |
317: |
313: |
309: |
305: |
301: |
297: |
293: |
291:italiano
289: |
287:français
285: |
281: |
277: |
273: |
195:Vector:
37:Metadata
747:Avraham
719:current
714:Comment
520:depicts
500:English
307:русский
283:español
279:English
275:Deutsch
271:العربية
191:Avraham
173:Avraham
133:Summary
85:
845:Height
816:Копула
473:R code
448:This
446:
425:
350:
319:中文（繁體）
315:中文（简体）
303:română
179:Author
169:Source
848:800pt
840:800pt
837:Width
740:Andel
450:chart
434:valid
390:false
387:false
231:false
228:false
199:Andel
711:User
427:The
159:Date
17:File
429:SVG
381:CC0
324:+/−
295:日本語
365:.
72:|
68:|
64:|
60:|
56:|
50:.
456:.
454:R
437:.
213:)
209:(
121:.
76:.
Text is available under the Creative Commons Attribution-ShareAlike License. Additional terms may apply.
