BiCopSim: Simulation from a bivariate copula
In CDVine: Statistical Inference of C- And D-Vine Copulas

Description Usage Arguments Value Author(s) See Also Examples

This function simulates from a given parametric bivariate copula.

1	BiCopSim(N, family, par, par2=0)

`N`	Number of bivariate observations simulated.
`family`	An integer defining the bivariate copula family: `0` = independence copula `1` = Gaussian copula `2` = Student t copula (t-copula) `3` = Clayton copula `4` = Gumbel copula `5` = Frank copula `6` = Joe copula `7` = BB1 copula `8` = BB6 copula `9` = BB7 copula `10` = BB8 copula `13` = rotated Clayton copula (180 degrees; “survival Clayton”) `14` = rotated Gumbel copula (180 degrees; “survival Gumbel”) `16` = rotated Joe copula (180 degrees; “survival Joe”) `17` = rotated BB1 copula (180 degrees; “survival BB1”) `18` = rotated BB6 copula (180 degrees; “survival BB6”) `19` = rotated BB7 copula (180 degrees; “survival BB7”) `20` = rotated BB8 copula (180 degrees; “survival BB8”) `23` = rotated Clayton copula (90 degrees) `24` = rotated Gumbel copula (90 degrees) `26` = rotated Joe copula (90 degrees) `27` = rotated BB1 copula (90 degrees) `28` = rotated BB6 copula (90 degrees) `29` = rotated BB7 copula (90 degrees) `30` = rotated BB8 copula (90 degrees) `33` = rotated Clayton copula (270 degrees) `34` = rotated Gumbel copula (270 degrees) `36` = rotated Joe copula (270 degrees) `37` = rotated BB1 copula (270 degrees) `38` = rotated BB6 copula (270 degrees) `39` = rotated BB7 copula (270 degrees) `40` = rotated BB8 copula (270 degrees)
`par`	Copula parameter.
`par2`	Second parameter for bivariate copulas with two parameters (t, BB1,BB6, BB7, BB8; default: `par2 = 0`).

An N x 2 matrix of data simulated from the bivariate copula.

Ulf Schepsmeier

BiCopCDF, BiCopPDF, CDVineSim

1 2	# simulate from a bivariate t-copula simdata = BiCopSim(300,2,-0.7,par2=4)

The CDVine package is no longer developed actively.
Please consider using the more general VineCopula package
(see https://CRAN.R-project.org/package=VineCopula),
which extends and improves the functionality of CDVine.