sample_copulas: Sample from multivariate copulas

In rje42/causl: Methods for Specifying, Simulating from and Fitting Causal Models

Sample from multivariate copulas

Description

Sample from multivariate copulas

Usage

rGaussCop(n, Sigma)

rtCop(n, Sigma, df)

rfgmCopula(n, d = 2, alpha)

Arguments

n	sample size
Sigma	in which each slice is a correlation matrix
df	degrees of freedom
d	dimension of copula
alpha	(vector of) parameter values

Details

Quicker than rCopula.

Note that rfgmCopula only works for d = 2.

Value

A vector of the simulated random variables.

Functions

• rGaussCop(): Gaussian copula

• rtCop(): t-copula

• rfgmCopula(): FGM-copula

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