dgp_cop: Generate bivariate data with different margins and dependence...

In bivquant: Estimation of Bivariate Quantiles

Description

Generate bivariate data with different margins and dependence structures from Archimedian copulas.

Usage

dgp_cop(n, family = "clayton", margins = c("norm", "norm"),
  paramMargins = list(list(mean = 0, sd = 1), list(mean = 0, sd = 1)),
  rho = 2, ...)

Arguments

n	sample size.
family	the copula of type Archimedian.
margins	the margins to be specified.
paramMargins	parameters of marginal distributions.
rho	the copula parameter
...	further arguments for function mvdc.

Value

a n x 2 matrix of the data which is an object of class mvdc.

Author(s)

Nadja Klein.

See Also

rMvdc and mvdc in copula-package for details.

bivquant documentation built on Aug. 28, 2019, 5:05 p.m.