kdecopula: simulate.kdecopula – R documentation

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simulate.kdecopula

Simulate data from a kdecop() fit.

See rkdecop().

## S3 method for class 'kdecopula'
simulate(object, nsim = 1, seed = NULL, quasi = FALSE,
  ...)

`object`	an object of class `kdecopula`.
`nsim`	integer; number of observations.
`seed`	integer; `set.seed(seed)` will be called prior to `rkdecop()`.
`quasi`	logical; the default (`FALSE`) returns pseudo-random numbers, use `TRUE` for quasi-random numbers (generalized Halton, see
`...`	unused.

Simulated data from the fitted kdecopula model.

data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x) / (length(x) + 1))
fit <- kdecop(udat[, 5:6])
plot(simulate(fit, 500))

Kernel Smoothing for Bivariate Copula Densities

v0.9.2

GPL-3

Authors

Thomas Nagler [aut, cre], Kuangyu Wen [ctb]

Initial release