Simulation from parametric bivariate copula families
rbvn(N,cpar)
rfrk(N,cpar)
rcln(N,cpar)
rcln90(N,cpar)
rcln270(N,cpar)
nx2 matrix with values in (0,1)
sample size
copula parameter: scalar
Choices are 'cop' in rcop are bvn, frk, cln, cln90 (rotated by 90 degrees cln), cln180 (rotated by 180 degrees cln), cln270 (rotated by 270 degrees cln).
See help page for dcop
for the abbreviations of the copula names.
Joe H (1997) Multivariate Models and Dependence Concepts. Chapman & Hall
Joe H (2014) Dependence Modeling with Copulas. Chapman & Hall/CRC.
Joe H (2014) CopulaModel: Dependence Modeling with Copulas. Software for book: Dependence Modeling with Copulas, Chapman & Hall/CRC, 2014.
qcondcop
dcop