rcopula.clayton {QRMlib} | R Documentation |
generates a random sample from the Clayton copula
rcopula.clayton(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.gauss
,
rcopula.t
,
rcopula.frank
data <- rcopula.clayton(1000,2,4); pairs(data);