SimNCSCop: Simulation of a bivariate non-central squared copula

In NCSCopula: Non-Central Squared Copula Models Estimation

Description

This function simulates observations a bivariate non-central squared copula model.

Usage

SimNCSCop(family, n, param, DoF = NULL)

Arguments

family	'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.
n	number of simulated vectors.
param	c(a1,a2,tau) where a1,a2 are the non-negative non-centrality
DoF	degrees of freedom of the Student copula (if needed).

Value

U	Simulated Data

Author(s)

Bouchra R. Nasri, August 14, 2019

Examples

param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)

NCSCopula documentation built on Dec. 1, 2019, 1:21 a.m.