gen_cop_pars: Function to generate random copula parameters for simulation

gen_cop_parsR Documentation

Function to generate random copula parameters for simulation

Description

Attempts to ensure that values after passing through the standard link function used for Gaussian copulas will have the specified value. For other copulas this will not target the correct range, but it can still be used by considering how the relevant link functions work for the Gaussian and other copula.

Usage

gen_cop_pars(formulas, data, range = c(-1, 1), ...)

Arguments

formulas

formulas as specified in rfrugalParam

data

dataset to obtain parameterization for

range

range of parameters to target

...

other parameters to be included in each copula

Value

A list suitable for the cop entry of the pars argument of rfrugalParam


rje42/causl documentation built on June 1, 2025, 2:50 p.m.