Copula random generation

Source: R/generics.R, R/ConvexCombCopula.R, R/Cort.R, and 3 more

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

rCopula(n, copula, ...)

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

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

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

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

# S4 method for class '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

  • 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

Examples

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