rCopula {cort} | R Documentation |
Random number generation following the given copula. This function performs the simulation of random vectors following the copula.
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)
n |
the number of simulations |
copula |
the copula object |
... |
other parameter to be passed to methods for this generic. |
A matrix with n
rows, each representing a random vector generated from the provided copula.
rCopula,numeric,ConvexCombCopula-method
: Method for the cbCopula
rCopula,numeric,Cort-method
: Method for the class Cort
rCopula,numeric,CortForest-method
: Method for the class CortForest
rCopula,numeric,cbCopula-method
: Method for the cbCopula
rCopula,numeric,cbkmCopula-method
: Method for the cbCopula
cop <- cbCopula(cort::clayton_data,m = 5)
xx <- rCopula(1000,cop)