rCopula-methods: Copula random generation

In cort: Some Empiric and Nonparametric Copula Models

Description

Random number generation following the given copula. This function performs the simulation of random vectors following the copula.

Usage

rCopula(n, copula, ...)

## S4 method for signature 'numeric,ConvexCombCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,Cort'
rCopula(n, copula)

## S4 method for signature 'numeric,CortForest'
rCopula(n, copula)

## S4 method for signature 'numeric,cbCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,cbkmCopula'
rCopula(n, copula)

Arguments

n	the number of simulations
copula	the copula object
...	other parameter to be passed to methods for this generic.

Value

A matrix with n rows, each representing a random vector generated from the provided copula.

Functions

• rCopula,numeric,ConvexCombCopula-method: Method for the cbCopula

• rCopula,numeric,Cort-method: Method for the class Cort

• rCopula,numeric,CortForest-method: Method for the class CortForest

• rCopula,numeric,cbCopula-method: Method for the cbCopula

• rCopula,numeric,cbkmCopula-method: Method for the cbCopula

Examples

cop <- cbCopula(cort::clayton_data,m = 5)
xx <- rCopula(1000,cop)

cort documentation built on Jan. 13, 2021, 8:57 p.m.