rFrankMix {QRMlib} | R Documentation |
generates random sample from discrete mixing distribution required for sampling from Frank's copula using Laplace transform method
rFrankMix(n, theta)
n |
size of sample |
theta |
value of parameter of Frank copula |
see page 224 of QRM. Algorithm generates V corresponding to Frank's copula.
random sample of size n
#Pass the parameter values n=20 and theta=0.5 result <- rFrankMix(20,0.5);