bivquant (version 0.1)

dgp_cop: Generate bivariate data with different margins and dependence structures from Archimedian copulas.

Description

Generate bivariate data with different margins and dependence structures from Archimedian copulas.

Usage

dgp_cop(n, family = "clayton", margins = c("norm", "norm"),
  paramMargins = list(list(mean = 0, sd = 1), list(mean = 0, sd = 1)),
  rho = 2, ...)

Arguments

n

sample size.

family

the copula of type Archimedian.

margins

the margins to be specified.

paramMargins

parameters of marginal distributions.

rho

the copula parameter

...

further arguments for function mvdc.

Value

a \(n x 2\) matrix of the data which is an object of class mvdc.

See Also

rMvdc and mvdc in copula-package for details.