rFDG: Simulation of FDG copula models
In FDGcopulas: Multivariate Dependence with FDG Copulas

Description Usage Arguments Details Value Author(s) References Examples

Simulates from FDG copula models.

1	rFDG(n, FDGcopula, sizeSubSample=10000)

`n`	size of the sample to be generated
`FDGcopula`	copula from which the sample is to be generated
`sizeSubSample`	size of the sub-samples over which is to be taken the maximum when generating extreme-value copulas

An observation of an extreme-value distribution is essentially the maximum over a sub-sample of (theoretically) infinite size. In practice, the size of this sub-sample is set to sizeSubSample.

A matrix of size 'n' times the dimension of the copula.

Gildas Mazo

Mazo G., Girard, S., Forbes, F. A flexible and tractable class of one-factor copulas, http://hal.archives-ouvertes.fr/hal-00979147

## Generate a sample from a FDG copula with Fr\'echet generators
## and parameter vector 'theta'
theta <- c(.3,.5,.7,.9)
myFDGcopula <- FDGcopula("frechet", theta)
dat <- rFDG(30, myFDGcopula)
head(dat)