rCop: Random number generator for Archimedean copula class objects

In Spgadou/nCopula: Hierarchical Archimedean Copulas Constructed with Multivariate Compound Distributions

Description

Random number generator for archm class objects.

Usage

rCop(n, copula)

Arguments

n	number of realisations.
copula	an Archimedean copula (archm) class object.

Details

For bivariate archm copula objects, the function uses the conditional approach. As for dimensions higher than 2, the Marshall-Olkin (1988) approach is chosen instead.

Value

A numeric matrix containing the samples.

Author(s)

Simon-Pierre Gadoury

See Also

pCop, Clayton, AMH, Frank, Gumbel

Examples

## Create the trivariate archm copula object
cop <- Clayton(5, 3)

## Generate the samples
res <- rCop(10000, cop)

## Plot the values
pairs(res, pch = 16, cex = 0.7)

Spgadou/nCopula documentation built on May 9, 2019, 1:53 p.m.