BiCopSim.MO {MMDCopula}

Simulation of Marshall-Olkin copula

Description

This functions simulates independent realizations from the Marshall-Olkin copula.

Usage

BiCopSim.MO(n, alpha)

Arguments

n

number of samples

alpha

parameter of the Marshall-Olkin copula

Value

an n \times 2 matrix containing the samples

See Also

BiCopEst.MO for the estimation of Marshall-Olkin copulas.

Examples

# Simulation from a Marshall-Olkin copula with parameter alpha = 0.5
BiCopSim.MO(n = 100, alpha = 0.5)