CopulaREMADA (version 1.2)

rcop: Simulation from parametric bivariate copula families

Description

Simulation from parametric bivariate copula families

Usage

rbvn(N,cpar)
rfrk(N,cpar)
rcln(N,cpar)
rcln90(N,cpar)
rcln270(N,cpar)

Arguments

N

sample size

cpar

copula parameter: scalar

Value

nx2 matrix with values in (0,1)

Details

Choices are 'cop' in rcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).

See help page for dcop for the abbreviations of the copula names.

References

Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall

Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.

Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.

See Also

qcondcop dcop