rFrankMix {QRMlib}R Documentation

Mixture Distribution Yielding Frank Copula

Description

generates random sample from discrete mixing distribution required for sampling from Frank's copula using Laplace transform method

Usage

rFrankMix(n, theta)

Arguments

n size of sample
theta value of parameter of Frank copula

Details

see page 224 of QRM. Algorithm generates V corresponding to Frank's copula.

Value

random sample of size n

See Also

rAC

Examples

#Pass the parameter values n=20 and theta=0.5
result <- rFrankMix(20,0.5);

[Package QRMlib version 1.4.4 Index]