gaussianCopula: Gaussian Copula Generation

Description Usage Arguments Value Examples

View source: R/gaussianCopula.R

Description

Generate a Gaussian copula with specific covariance structures

Usage

1
gaussianCopula(p, n, type = "diag")

Arguments

p

Dimension of the covariance

n

Number of samples

type

Structure of the covariance matrix, has option "diag", "toeplitz" and "unstructured"

Value

A list of correlation anddata

Examples

1
out = gaussianCopula(1000, 100, "diag")

CHuanSite/copulaKnockoff documentation built on Aug. 1, 2020, 12:50 p.m.