genLatentY {CopCTS} | R Documentation |
Generate the latent response variable from the assumed copula-based Markov model in Li, Tang and Wang (2018).
genLatentY(cop="Gaussian",theta,N,MARGIN.inv=qnorm,...)
cop |
the choice of copula function. There are currently five available copula funcitons, including Clayton copula, Gaussian copula, Gumbel copula, Joe copula and Frank copula. Specify one from "Clayton","Gaussian","Gumbel","Joe" and "Frank". The default is "Gaussian". |
theta |
the copula parameter. |
N |
the length of the latent response. |
MARGIN.inv |
the inverse marginal distribution function of the latent time series.
The default is |
... |
additional parameters for the inverse marginal distribution funcion of the latent time series. |
genLatentY
returns a Nx1 vector of the latent response variable Y*
Li, F., Tang, Y. and Wang, H. (2018) Copula-based Semiparametric Analysis for Time Series Data with Detection Limits, technical report.