Description Usage Arguments Details Value See Also Examples
Simulation for copula models with factor structure, with links to C code
1 2 3 4 |
n |
sample size |
d |
number of variables |
cpar |
copula parameter vector |
grsize |
vector of group sizes for mgrp groups with sum(grsize)=d |
copcode |
current options are 1 for Gaussian, 2 for t, 3 for Gumbel, -3 for reflected Gumbel, 5 for Frank; 9 for BB1 1-factor, 9 for BB1/Frank 2-factor and bi-factor; 11 for Gumbel/BB1 nested factor |
These do simulations via C code; currently there are not as many possible options compared with sim1fact(), sim2fact(), simbifact() and simnestfact()
nxd matrix of d dependent U(0,1) variables
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 |
set.seed(123)
rhvec=c(.8,.7,.6,.5,.5)
udat1=r1fact(3,5,rhvec,1); print(udat1)
udat2=r1fact(3,5,c(rhvec,4),2); print(udat2)
cpar1=seq(1.1,1.5,.1)
udat3=r1fact(3,5,cpar1,3); print(udat3)
cparbb1=c(.2,1.1,.2,1.2,.2,1.3,.2,1.4,.2,1.5)
udat9=r1fact(3,5,cparbb1,9); print(udat9)
#
set.seed(123)
cpar2=c(seq(1.1,1.5,.1),rep(1.1,5))
udat3=r2fact(3,5,cpar2,3); print(udat3)
cpar2bb1=c(cparbb1,seq(1.1,1.5,.1))
udat9=r2fact(3,5,cpar2bb1,9); print(udat9)
#
grsize=c(2,2,2)
set.seed(123)
cparbi=c(seq(1.1,1.6,.1),rep(1.1,6))
udat3=rbifact(3,grsize,cparbi,3); print(udat3)
cparbibb1=c(cparbb1,.2,1.6,seq(1.1,1.6,.1))
udat9=rbifact(3,grsize,cparbibb1,9); print(udat9)
#
grsize=c(2,2,2)
set.seed(123)
cparne=c(rep(1.1,3),seq(1.1,1.6,.1))
udat3=rnestfact(3,grsize,cparne,3); print(udat3)
cparnebb1=c(seq(0.6,1.1,.1),cparbb1)
udat9=rnestfact(3,grsize,cparnebb1,9); print(udat9)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.