SampleDPTreeDensity {DPtree}

Sample a copula observation from a realized distribution from D-P tree.

Description

SampleDPTreeDensity returns a copula sample from a realized distribution from D-P tree.

Usage

SampleDPTreeDensity(nsam, d)

Arguments

nsam

A positive integer. The sample size.

d

A 2^m by 2^m matrix, m being the approximating level. Normalized measures for all 2^m by 2^m sub-partititons on copula space given by the realized distribution from D-P tree, as returned by DPTreeDensity.

Value

An array of dimension nsam by 2. The values of PDF of the input D-P tree distribution evaluated at the input points.

References

Ning S and Shephard N (2018). “A nonparametric Bayesian approach to copula estimation.” Journal of Statistical Computation and Simulation, 88(6), pp. 1081-1105. doi: 10.1080/00949655.2017.1421194.

Examples

SampleDPTreeDensity(10, DPTreePMeanDensity(DPTreePrior(m=2, z=1)))