Description Usage Arguments Note Author(s) References
Function to implement copula
1 | do.copula(correlation, np, fxs, fxs.means, fxs.vars)
|
correlation |
Desired correlation level (will not be exact) |
np |
Number of samples to generate |
fxs |
Vector of functions for the copula |
fxs.means |
Vector of means for the copula, in same order as functions |
fxs.vars |
= Vector of variances/sd for the copula, in same order as above |
Currently only works for log-normal and beta distributions.
Jakob Gerstenlauer & Sasha Keyel
Sklar 1959
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