generate_copulas: Generate Copulas

In Reckziegel/CMA: Copula Marginal Algorithm (CMA)

Generate Copulas

Description

This function takes a fitted object from the cma_copula class and generate new scenarios for the copula

Usage

generate_copulas(model, n)

Arguments

model	An object of the cma_copula class.
n	An integer with the number of samples to be generated.

Value

An S3 list of the class bla bla bla.

Examples

x <- matrix(diff(log(EuStockMarkets)), ncol = 4)
colnames(x) <- c("a", "b", "c", "d")

# fit normal copula
sep  <- cma_separation(x)
normcop <- fit_copula_normal(sep)

generate_copulas(normcop, 10)

Reckziegel/CMA documentation built on July 13, 2022, 10:31 p.m.