rCopula-methods: Copula random generation

In lrnv/cort: Some Empiric and Nonparametric Copula Models

Copula random generation

Description

Random number generation following the given copula. This function performs the simulation of random vectors following the copula.

Usage

rCopula(n, copula, ...)

## S4 method for signature 'numeric,ConvexCombCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,Cort'
rCopula(n, copula)

## S4 method for signature 'numeric,CortForest'
rCopula(n, copula)

## S4 method for signature 'numeric,cbCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,cbkmCopula'
rCopula(n, copula)

Arguments

n	the number of simulations
copula	the copula object
...	other parameter to be passed to methods for this generic.

Value

A matrix with n rows, each representing a random vector generated from the provided copula.

Functions

• rCopula,numeric,ConvexCombCopula-method: Method for the cbCopula

• rCopula,numeric,Cort-method: Method for the class Cort

• rCopula,numeric,CortForest-method: Method for the class CortForest

• rCopula,numeric,cbCopula-method: Method for the cbCopula

• rCopula,numeric,cbkmCopula-method: Method for the cbCopula

Examples

cop <- cbCopula(cort::clayton_data,m = 5)
xx <- rCopula(1000,cop)

lrnv/cort documentation built on Dec. 11, 2023, 12:43 a.m.