BiCopSim.MO: Simulation of Marshall-Olkin copula
In MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy
View source: R/MarshallOlkin.R
BiCopSim.MO R Documentation
Simulation of Marshall-Olkin copula
Description
This functions simulates independent realizations
from the Marshall-Olkin copula.
Usage
BiCopSim.MO(n, alpha)
Arguments
n
number of samples
alpha
parameter of the Marshall-Olkin copula
Value
an n \times 2 matrix containing the samples
See Also
BiCopEst.MO for the estimation of
Marshall-Olkin copulas.
Examples
# Simulation from a Marshall-Olkin copula with parameter alpha = 0.5
BiCopSim.MO(n = 100, alpha = 0.5)
MMDCopula documentation built on April 25, 2022, 5:06 p.m.
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View source: R/MarshallOlkin.R
| BiCopSim.MO | R Documentation |
Simulation of Marshall-Olkin copula
Description
This functions simulates independent realizations from the Marshall-Olkin copula.
Usage
BiCopSim.MO(n, alpha)
Arguments
n |
number of samples |
alpha |
parameter of the Marshall-Olkin copula |
Value
an n \times 2 matrix containing the samples
See Also
BiCopEst.MO for the estimation of
Marshall-Olkin copulas.
Examples
# Simulation from a Marshall-Olkin copula with parameter alpha = 0.5 BiCopSim.MO(n = 100, alpha = 0.5)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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