generate_clayton_copula: Generate data from the Clayton copula.

In CJAMP: Copula-Based Joint Analysis of Multiple Phenotypes

Description

Function to generate two quantitative phenotypes Y1, Y2, from the bivariate Clayton copula with standard normal marginal distributions.

Usage

generate_clayton_copula(n = NULL, phi = NULL)

Arguments

n	Sample size.
phi	Integer specifying the value of the copula parameter φ for the dependence between the two generated phenotypes.

Value

A dataframe containing n observations of Y1, Y2.

Examples

set.seed(10)
dat1a <- generate_clayton_copula(n = 1000, phi = 0.5)
dat1b <- generate_clayton_copula(n = 1000, phi = 2)
dat1c <- generate_clayton_copula(n = 1000, phi = 8)
par(mfrow = c(3, 1))
plot(dat1a$Y1, dat1a$Y2, main="Clayton copula, tau = 0.2")
plot(dat1b$Y1, dat1b$Y2, main="Clayton copula, tau = 0.5")
plot(dat1c$Y1, dat1c$Y2, main="Clayton copula, tau = 0.8")

CJAMP documentation built on May 1, 2019, 9:15 p.m.