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MHTcop (version 0.1.1)

sample.Z: Generate a sample from the inverse Laplace-Stieltjes transform of a copula's generator

Description

sample.Z generates a sample of size n from the inverse Laplace-Stieltjes transform of the generator of the copula cop. For further details see https://doi.org/10.1016/j.csda.2008.05.019 (especially table 1).

Usage

sample.Z(cop, n)

Arguments

cop

The copula

n

The desired sample size