rcop: Simulation from parametric bivariate copula families

In CopulaREMADA: Copula Mixed Models for Multivariate Meta-Analysis of Diagnostic Test Accuracy Studies

Simulation from parametric bivariate copula families

Description

Simulation from parametric bivariate copula families

Usage

rbvn(N,cpar)
rfrk(N,cpar)
rcln(N,cpar)
rcln90(N,cpar)
rcln270(N,cpar) 

Arguments

N	sample size
cpar	copula parameter: scalar

Details

Choices are 'cop' in rcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).

See help page for dcop for the abbreviations of the copula names.

Value

nx2 matrix with values in (0,1)

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

See Also

qcondcop dcop

CopulaREMADA documentation built on Oct. 18, 2024, 1:08 a.m.