Copulae Playground
Copula Type:
FGM
Normal
Clayton
Gumbel
Frank
Sample Size:
First Marginal Distribution
Type:
Normal
Exponential
Uniform
Gamma
Beta
Cauchy
Mean:
SD:
Rate:
Uniform distribution fixed on [0,1]
Shape:
Rate:
Shape (α):
Shape (β):
Location:
Scale:
Second Marginal Distribution
Type:
Normal
Exponential
Uniform
Gamma
Beta
Cauchy
Mean:
SD:
Rate:
Uniform distribution fixed on [0,1]
Shape:
Rate:
Shape (α):
Shape (β):
Location:
Scale:
Kendall's τ to Copula Parameter Conversion
Select Kendall's τ value: