Skip to contents

All functions

bezier_eval()
Find a point on a 2D Bezier curve B(t) at a particular value of t
bezier_intersection()
Find the intersection of a 2D Bezier curve B(t) and a line passing through the origin with slope m
eta_analytical()
Evaluate the analytical value of \(\eta\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas
eta_empirical()
Compute \(\eta\) based on Bezier spline control points, usually a posterior draw obtained from fit_mcmc_bezier
fit_mcmc_bezier()
Main MCMC fit function
gen_data_exp()
Generate data with unit exponential margins from 4 different bivariate copulas
get_r0_marg()
Truncated Gamma calculations
lambda_analytical()
Evaluate the analytical value of \(\lambda(\omega)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas
lambda_empirical()
Compute \(\lambda(\omega)\) based on Bezier spline control points, usually a posterior draw obtained from fit_mcmc_bezier
plot_bezier_euclidean()
Plot the limit set based on MCMC output in Euclidean coordinates and export median curve
plot_bezier_polar()
Plot the limit set based on MCMC output in polar coordinates and export median curve
tau_analytical()
Evaluate the analytical value of \(\tau_1(\delta)\) for bivariate Gaussian, logistic, asymmetric logistic, and inverted logistic copulas
tau_empirical()
Compute \(\tau_1(\delta)\) based on Bezier spline control points, usually a posterior draw obtained from fit_mcmc_bezier