# How to compute joint cdf of an empirical copula? (Updated with more info)

lets suppose a bivariate empirical copula as:

for a set of data of example data we can plot it like this:

How can we compute the joint cdf of this empirical copula which should like this:

Thank you

• I know there is a function in copula package but I cant figure out how to write it myself.
– Fred
Commented Mar 6, 2015 at 21:17
• Does this help at all? Maybe I don't understand the question, but it seems like it's just a matter of curve/surface fitting. Commented Mar 14, 2015 at 20:48
• The following 2 leads contain code in R of how to do the ranking step, shown in the numerator of the formula you provided, for estimating the empirical copula/joint density: - See the chosen answer to this question - Another full-on tutorial is given here Commented Aug 29, 2020 at 12:34

• @Xi'an he means a 3D plot of 2 variables. In the second image, axes $x$ and $y$ are the 2 variables, while the 3rd dimension, the vertical axis $z$, is the joint probability value. So the question is about ranking paired observations from 2 variables only, not 3. Commented Aug 29, 2020 at 12:37