sample.Z
generates a sample of size n
from the inverse Laplace-Stieltjes transform of the generator of the copula cop
. For further details see https://doi.org/10.1016/j.csda.2008.05.019 (especially table 1).
1 | sample.Z(cop, n)
|
cop |
The copula |
n |
The desired sample size |
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