BiCopSim | R Documentation |
This function simulates from a given parametric bivariate copula.
BiCopSim(N, family, par, par2 = 0, obj = NULL, check.pars = TRUE)
N |
Number of bivariate observations simulated. |
family |
integer; single number or vector of size |
par |
numeric; single number or vector of size |
par2 |
numeric; single number or vector of size |
obj |
|
check.pars |
logical; default is |
If the family and parameter specification is stored in a BiCop()
object obj
, the alternative version
BiCopSim(N, obj)
can be used.
An N
x 2 matrix of data simulated from the bivariate copula
with family
and parameter(s) par
, par2
.
Ulf Schepsmeier
BiCop()
,
RVineSim()
# simulate from a bivariate t-copula
simdata <- BiCopSim(100, 2, -0.7, par2 = 4)
# or alternatively
obj <- BiCop(family = 2, par = -0.7, par2 = 4)
simdata2 <- BiCopSim(100, obj)
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