simulate.kdecopula: Simulate data from a 'kdecop()' fit.

Description Usage Arguments Value Examples

Description

See rkdecop().

Usage

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## S3 method for class 'kdecopula'
simulate(object, nsim = 1, seed = NULL, quasi = FALSE,
  ...)

Arguments

object

an object of class kdecopula.

nsim

integer; number of observations.

seed

integer; set.seed(seed) will be called prior to rkdecop().

quasi

logical; the default (FALSE) returns pseudo-random numbers, use TRUE for quasi-random numbers (generalized Halton, see

...

unused.

Value

Simulated data from the fitted kdecopula model.

Examples

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data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x) / (length(x) + 1))
fit <- kdecop(udat[, 5:6])
plot(simulate(fit, 500))

tnagler/kdecopula documentation built on May 31, 2019, 4:43 p.m.