fc_create: Simulate values from a factor copula model

Description Usage Arguments Value

View source: R/simFactorCopula.R

Description

Simulate values from a factor copula model

Usage

1

Arguments

factor

a configuration specified by config_factor

error

a configuation specified by config_error

beta

a parameter matrix of factor loadings specified by config_beta

Value

a function which can be used to simulate values from a factor copula model. It has the parameters theta, S and seed.


bonartm/factorcopula documentation built on April 19, 2020, 9:17 p.m.