CAlculating Gaussian Copula but shows error
1 visualizzazione (ultimi 30 giorni)
Mostra commenti meno recenti
Nirajan Khatri
il 28 Set 2020
Risposto: Ameer Hamza
il 28 Set 2020
clc;
N = 1000;
norm_mean = 0;
norm_var = 1;
%generating random variable with standard normal distribution and
%calculating PDF
r1= norm_mean+sqrt(norm_var)*randn(1,N);
%calculating PDF
y1 = pdf('Normal',r1,norm_mean,sqrt(norm_var));
%Random variable 2
r2= norm_mean+sqrt(norm_var)*randn(1,N);
y2 = pdf('Normal',r2,norm_mean,sqrt(norm_var));
%Random Variable 3
r3= norm_mean+sqrt(norm_var)*randn(1,N);
y3 = pdf('Normal',r3,norm_mean,sqrt(norm_var));
%Calculate correlation between columns Y1 and Y2
)
[rho,pval] = corr([y1(:),y2(:)],y3(:),'type','Spearman')
%Calculating correlation between Y1 and Y2 and Y3 using corrcoef
[r,p] = corrcoef(y1(:),y2(:)) %%Cannot calculate it
%calculating Gaussian/Normal copula
u = copularnd('Gaussian',rho,N); %%Cannot calculate it
0 Commenti
Risposta accettata
Ameer Hamza
il 28 Set 2020
Why are you specifying y3, when trying to calculate the correlation of y1 and y2. The following line will work fine with copularnd
rho = corr([y1(:),y2(:)],'type','Spearman');
0 Commenti
Più risposte (0)
Vedere anche
Categorie
Scopri di più su Copula Distributions and Correlated Samples in Help Center e File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!