VineCopula (version 1.6-1)

BiCopSim: Simulation from a Bivariate Copula

Description

This function simulates from a given parametric bivariate copula.

Usage

BiCopSim(N, family, par, par2 = 0, obj = NULL)

Arguments

N

Number of bivariate observations simulated.

family

An integer defining the bivariate copula family: 0 = independence copula 1 = Gaussian copula 2 = Student t copula (t-copula) 3 = Clayton copula 4 = Gumbel copula 5 = Frank

par

Copula parameter.

par2

Second parameter for the two parameter BB1, BB6, BB7, BB8, Tawn type 1 and type 2 copulas (default: par2 = 0).

obj

BiCop object containing the family and parameter specification.

Value

• An N x 2 matrix of data simulated from the bivariate copula.

Details

If the family and parameter specification is stored in a BiCop object obj, the alternative version BiCopSim(N, obj) can be used.

See Also

BiCopCDF, BiCopPDF, RVineSim

Examples

# simulate from a bivariate t-copula
simdata <- BiCopSim(300, 2, -0.7, par2 = 4)