NCSCopula (version 1.0.1)

SimNCSCop: Simulation of a bivariate non-central squared copula

Description

This function simulates observations a bivariate non-central squared copula model.

Usage

SimNCSCop(family, n, param, DoF = NULL)

Arguments

family

'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.

n

number of simulated vectors.

param

c(a1,a2,tau) where a1,a2 are the non-negative non-centrality

DoF

degrees of freedom of the Student copula (if needed).

Value

U

Simulated Data

Examples

# NOT RUN {
param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)

# }