rcopula.gumbel {QRMlib} | R Documentation |
generates a random sample from the Gumbel copula
rcopula.gumbel(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.frank
rcopula.clayton
,
rcopula.gauss
,
rcopula.t
data <- rcopula.gumbel(1000,3,4); pairs(data);