.random_CB {qmd}

Creates a random CB copula of resolution 2^steps

Description

Creates a random CB copula of resolution 2^steps

Usage

.random_CB(rho, steps, de, ie)

Arguments

rho

The number of variables

steps

Number of iteration steps, the final resolution will be 2^steps

de

Exponent to increase dependence

ie

Exponent to increase independence

Value

A matrix of dimension (2^steps)^rho