R/simu.Clayton.R

In Copula.surv: Analysis of Bivariate Survival Data Based on Copulas

simu.Clayton=function(n,alpha,scale1=1,scale2=1,shape1=1,shape2=1,
                      Print=FALSE){

  V = runif(n, 0, 1)
  W = runif(n, 0, 1)
  U = (V^(-alpha)*W^(-alpha/(alpha+1))-V^(-alpha)+1)^(-1/alpha)

  X=(-log(U)/scale1)^(1/shape1)
  Y=(-log(V)/scale2)^(1/shape2)

  if(Print==TRUE){
    meanX=scale1^(-1/shape1)*gamma(1+1/shape1)
    meanY=scale2^(-1/shape2)*gamma(1+1/shape2)
    print(
      c(true_Kendall_tau=alpha/(alpha+2),meanX=meanX,meanY=meanY)
    )
  }
  cbind(U,V,X,Y)
}