rcopula.frank {QRMlib} | R Documentation |
generates a random sample from the Frank copula
rcopula.frank(n, theta, d)
n |
sample size |
theta |
parameter value |
d |
dimension of copula |
see pages 222-224 in QRM
matrix with n rows and d columns where rows are realizations
rAC
,
rcopula.gumbel
,
rcopula.clayton
,
rcopula.gauss
,
rcopula.t
#generate data for a 2-dimensional frank copula with theta=4 simdata <- rcopula.frank(1000,2,4); pairs(simdata); simdata <- rAC("frank",1000,2,4)