generate_clayton_copula {CJAMP} | R Documentation |
Generate data from the Clayton copula.
Description
Function to generate two quantitative phenotypes Y_1
, Y_2
,
from the bivariate Clayton copula with standard normal
marginal distributions.
Usage
generate_clayton_copula(n = NULL, phi = NULL)
Arguments
n |
Sample size. |
phi |
Integer specifying the value of the copula parameter |
Value
A dataframe containing n
observations of Y_1
, Y_2
.
Examples
set.seed(10)
dat1a <- generate_clayton_copula(n = 1000, phi = 0.5)
dat1b <- generate_clayton_copula(n = 1000, phi = 2)
dat1c <- generate_clayton_copula(n = 1000, phi = 8)
par(mfrow = c(3, 1))
plot(dat1a$Y1, dat1a$Y2, main="Clayton copula, tau = 0.2")
plot(dat1b$Y1, dat1b$Y2, main="Clayton copula, tau = 0.5")
plot(dat1c$Y1, dat1c$Y2, main="Clayton copula, tau = 0.8")
[Package CJAMP version 0.1.1 Index]