mvrcop: Simulation using copula models

In flr/FLa4a: A Simple and Robust Statistical Catch at Age Model

Simulation using copula models

Description

Simulates model parameters with user-defined copulas and marginals.

Usage

mvrcop(n, mvdc, ...)

## S4 method for signature 'numeric,FLModelSim'
mvrcop(n, mvdc, copula, ...)

Arguments

n	the number of iterations
mvdc	an FLModelSim object
...	arguments to be passed to the copula methods
copula	the name of the copula to be used

Value

an FLModelSim object with n groups of parameters

Examples

mm <- matrix(NA, ncol=3, nrow=3)
diag(mm) <- c(100, 0.001,0.001)
mm[upper.tri(mm)] <- mm[lower.tri(mm)] <- c(0.1,0.1,0.0003)
md <- ~linf*(1-exp(-k*(t-t0)))
prs <- FLPar(linf=120, k=0.3, t0=0.1, units=c("cm","yr^-1","yr"))
vb <- FLModelSim(model=md, params=prs, vcov=mm, distr="norm")
pars <- list(list(a=90, b=125, c=120), list(a=0.2, b=0.4), list(a=0, b=0.4, c=0.1))
vbSim <- mvrcop(10000, vb, copula="archmCopula", family="clayton", param=2, 
   margins="triangle", paramMargins=pars)
boxplot(t(predict(vbSim, t=0:20+0.5)))
splom(data.frame(t(params(vbSim)@.Data)), pch=".")

flr/FLa4a documentation built on Dec. 21, 2024, 9:28 p.m.