nCopula (version 0.1.1)

rCop: Random number generator for Archimedean copula class objects

Description

Random number generator for archm class objects.

Usage

rCop(n, copula)

Arguments

n

number of realisations.

copula

an Archimedean copula (archm) class object.

Value

A numeric matrix containing the samples.

Details

For bivariate archm copula objects, the function uses the conditional approach. As for dimensions higher than 2, the Marshall-Olkin (1988) approach is chosen instead.

See Also

pCop, Clayton, AMH, Frank, Gumbel

Examples

# NOT RUN {
## Create the trivariate archm copula object
cop <- Clayton(5, 3)

## Generate the samples
res <- rCop(10000, cop)

## Plot the values
pairs(res, pch = 16, cex = 0.7)

# }