copulaSample {cascsim}R Documentation

Copula sampling. It will generate correlated variables or percentiles when marginal distributions are not specified.

Description

Copula sampling. It will generate correlated variables or percentiles when marginal distributions are not specified.

Usage

copulaSample(object, n, ...)

## S4 method for signature 'CopulaObj,numeric'
copulaSample(object, n)

Arguments

object

Copula Object

n

Number of samples

...

Additional parameters that may or may not be used

Examples

library(cascsim)
dist1<-new("Pareto",p1=20,p2=3)
dist2<-new("Normal",p1=5,p2=3,min=0,max=20,truncated=TRUE)
nom.cop <- new("CopulaObj", param=c(0.5),marginal=list(dist1=dist1,dist2=dist2),dimension=2)
copulaSample(nom.cop,100)

[Package cascsim version 0.4 Index]