GenerateRV

A generic to sample random variates from an object.

distribution

Provides a framework to generating random variates from
arbitrary multivariate copulae, while concentrating on
(bivariate) extreme value copulae. Particularly useful if
the multivariate copulae are not available in closed
form. Detailed discussion of the methodologies used can
be found in Tajvidi and Turlach (2018)
<doi:10.1111/anzs.12209>.

Berwin Turlach

SimCop

Simulate from Arbitrary Copulae

Nader Tajvidi

GenerateRV function

<dl><dt>obj</dt>
<dd>object from which to sample.</dd>
<dt>n</dt>
<dd>number of items to sample.</dd>
<dt>...</dt>
<dd>further arguments for methods.</dd></dl>

Arguments

Berwin A. Turlach <a href="/link/berwin.turlach%40gmail.com?package=SimCop&version=0.7.3" data-mini-rdoc="SimCop::berwin.turlach@gmail.com">berwin.turlach@gmail.com</a>

Author

GenerateRV generic — GenerateRV

<dl>

<dt>obj</dt>
<dd>object from which to sample.</dd>


<dt>n</dt>
<dd>number of items to sample.</dd>


<dt>...</dt>
<dd>further arguments for methods.</dd>

</dl>

Berwin A. Turlach <a href='mailto:berwin.turlach@gmail.com'>berwin.turlach@gmail.com</a>

GenerateRV: GenerateRV generic

Description

Usage

Arguments

Author