二元copula参数估计问题。

>> U = ksdensity(X,X,'function','cdf');
V = ksdensity(Y,Y,'function','cdf');
>> rho_norm = copulafit('Gumbel',[U(:), V(:)])
Error using copulafit (line 67)
U must contain values strictly between 0 and 1.
U是核分布估计生成的累计概率分布,肯定是在0到1之间啊,实在找不到出错原因
麻烦各路大神帮帮解答一下

 Accepted Answer

muegjsr
muegjsr on 21 May 2023

1 vote

看 你的描述 应该是 出现 0,1了。可能需要的是开区间(0,1),把两端点0与1值删掉看看。

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on 21 May 2023

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on 21 May 2023

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