copulaSample-methods: Copula sampling. It will generate correlated variables or...

In cascsim: Casualty Actuarial Society Individual Claim Simulator

Description

Copula sampling. It will generate correlated variables or percentiles when marginal distributions are not specified.

Usage

copulaSample(object, n, ...)

## S4 method for signature 'CopulaObj,numeric'
copulaSample(object, n)

Arguments

object	Copula Object
n	Number of samples
...	Additional parameters that may or may not be used

Examples

library(cascsim)
dist1<-new("Pareto",p1=20,p2=3)
dist2<-new("Normal",p1=5,p2=3,min=0,max=20,truncated=TRUE)
nom.cop <- new("CopulaObj", param=c(0.5),marginal=list(dist1=dist1,dist2=dist2),dimension=2)
copulaSample(nom.cop,100)

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.