Description Usage Arguments Value Examples
Fit a Gaussian Copula model.
1 |
X |
Either an |
Rho |
|
fitXD |
String specifying method to fit marginals (see |
... |
Additional arguments to pass to the methods of |
An object of class gaussCop
, i.e., a list with elements:
XDens
A list of xDensity
objects specifying each marginal distribution (see xDensity
).
Rho
The correlation matrix between the normalized quantiles.
1 2 3 4 5 6 7 8 9 10 | # simulate data and plot it
n = 5e4
dat = cbind(rnorm(n, mean = 1, sd = 3),
rnorm(n, mean=4, sd = 0.5))
plot(dat, cex=0.5)
# fit Gaussian Copula using Kernel method
temp.cop = gcopFit(X = dat, fitXD = "kernel")
# simulate data from Copula model and add it to plot, should blend in
new.data = rgcop(100, temp.cop)
points(new.data, cex = 0.5, col="red")
|
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