copula_sampler: Generate a sample from a copula
In Blaza/scmc: Stochastic Collocation Monte Carlo
Description
Usage
Arguments
Value
Description
Generates a sample from the specified copula object
Usage
1
copula_sampler(copula, N, gss = 1.37)
Arguments
copula
An R object of class "Copula"
N
An integer indicating the number of collocation points to use for each dimension
Value
A function which takes one parameter ('n') and returns a matrix with dimensions (n,
dim(copula)) containing the sample from the copula, each row being one observation.
Blaza/scmc documentation built on May 29, 2019, 6:41 a.m.
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Description Usage Arguments Value
Description
Generates a sample from the specified copula object
Usage
1 | copula_sampler(copula, N, gss = 1.37)
|
Arguments
copula |
An R object of class "Copula" |
N |
An integer indicating the number of collocation points to use for each dimension |
Value
A function which takes one parameter ('n') and returns a matrix with dimensions (n, dim(copula)) containing the sample from the copula, each row being one observation.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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