SampleDPTreeDensity: Sample a copula observation from a realized distribution from D-P tree.
Description
SampleDPTreeDensity returns
a copula sample from a realized distribution from D-P tree.
Usage
SampleDPTreeDensity(nsam, d)
Arguments
nsam
A positive integer. The sample size.
d
A \(2^m\) by \(2^m\) matrix, m being the approximating level.
Normalized measures for all \(2^m\) by \(2^m\) sub-partititons on copula space
given by the realized distribution from D-P tree, as returned by DPTreeDensity.
Value
An array of dimension nsam by 2. The values of PDF of the input D-P tree distribution evaluated at the input points.