Fits a copula model to capture the joint dependence structure between
two stations, especially in the tails (extremes).
Usage
fit_bivariate_copula(
data,
station1,
station2,
variable = "wave_height",
copula_family = "gumbel"
)
Arguments
- data
Data frame with columns: time, station_id, and the variable
- station1, station2
Station IDs to analyze
- variable
Variable to analyze (default: "wave_height")
- copula_family
Copula family: "gaussian", "t", "clayton", "gumbel", "frank"
Value
List with:
copula: fitted copula object
parameters: copula parameters
tau: Kendall's tau (rank correlation)
tail_dependence: lower and upper tail dependence coefficients