rCopula {cort}R Documentation

Copula random generation

Description

Random number generation following the given copula. This function performs the simulation of random vectors following the copula.

Usage

rCopula(n, copula, ...)

## S4 method for signature 'numeric,ConvexCombCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,Cort'
rCopula(n, copula)

## S4 method for signature 'numeric,CortForest'
rCopula(n, copula)

## S4 method for signature 'numeric,cbCopula'
rCopula(n, copula)

## S4 method for signature 'numeric,cbkmCopula'
rCopula(n, copula)

Arguments

n

the number of simulations

copula

the copula object

...

other parameter to be passed to methods for this generic.

Value

A matrix with n rows, each representing a random vector generated from the provided copula.

Functions

Examples

cop <- cbCopula(cort::clayton_data,m = 5)
xx <- rCopula(1000,cop)


[Package cort version 0.3.2 Index]