rBB9Mix {QRMlib} | R Documentation |
generates random sample from mixing distribution required for sampling from Joe's BB9 copula using Laplace transform method
rBB9Mix(n, theta)
n |
size of sample |
theta |
values of two parameters of BB9 copula; first must be positive; second must be greater than one. |
see page 224 of QRM. Algorithm essentially generates V corresponding to Joe's BB9 copula. For this copula algorithm uses fairly naive rejection and is SLOW!
random sample of size n
Joe, H. Multivariate Models and Dependence Concepts, Chapman and Hall, 1997. See page 154 for BB9 copula.