This function simulates from a given parametric bivariate copula.
BiCopSim(N, family, par, par2 = 0, obj = NULL, check.pars = TRUE)Number of bivariate observations simulated.
integer; single number or vector of size N; defines the
bivariate copula family: 0 = independence copula 1 = Gaussian copula 2 = Student t copula (t-copula) 3 = Clayton copula 4 = Gumbel copula 5 = Frank copula 6 = Joe copula 7 = BB1 copula 8 = BB6 copula 9 = BB7 copula 10 = BB8 copula 13 = rotated Clayton copula (180 degrees; survival Clayton'') \cr `14` = rotated Gumbel copula (180 degrees; survival Gumbel'') 16 = rotated Joe copula (180 degrees; survival Joe'') \cr `17` = rotated BB1 copula (180 degrees; survival BB1'')18 = rotated BB6 copula (180 degrees; survival BB6'')\cr `19` = rotated BB7 copula (180 degrees; survival BB7'')20 = rotated BB8 copula (180 degrees; ``survival BB8'')23 = rotated Clayton copula (90 degrees)
`24` = rotated Gumbel copula (90 degrees)
`26` = rotated Joe copula (90 degrees)
`27` = rotated BB1 copula (90 degrees)
`28` = rotated BB6 copula (90 degrees)
`29` = rotated BB7 copula (90 degrees)
`30` = rotated BB8 copula (90 degrees)
`33` = rotated Clayton copula (270 degrees)
`34` = rotated Gumbel copula (270 degrees)
`36` = rotated Joe copula (270 degrees)
`37` = rotated BB1 copula (270 degrees)
`38` = rotated BB6 copula (270 degrees)
`39` = rotated BB7 copula (270 degrees)
`40` = rotated BB8 copula (270 degrees)
`104` = Tawn type 1 copula
`114` = rotated Tawn type 1 copula (180 degrees)
`124` = rotated Tawn type 1 copula (90 degrees)
`134` = rotated Tawn type 1 copula (270 degrees)
`204` = Tawn type 2 copula
`214` = rotated Tawn type 2 copula (180 degrees)
`224` = rotated Tawn type 2 copula (90 degrees)
`234` = rotated Tawn type 2 copula (270 degrees)
numeric; single number or vector of size N; copula
parameter.
numeric; single number or vector of size N; second
parameter for bivariate copulas with two parameters (t, BB1, BB6, BB7, BB8,
Tawn type 1 and type 2; default: par2 = 0). par2 should be a
positive integer for the Students's t copula family = 2.
BiCop object containing the family and parameter
specification.
logical; default is TRUE; if FALSE, checks
for family/parameter-consistency are omitted (should only be used with
care).
An N x 2 matrix of data simulated from the bivariate copula
with family and parameter(s) par, par2.
If the family and parameter specification is stored in a BiCop()
object obj, the alternative version
BiCopSim(N, obj)can be used.
# simulate from a bivariate t-copula
simdata <- BiCopSim(100, 2, -0.7, par2 = 4)
# or alternatively
obj <- BiCop(family = 2, par = -0.7, par2 = 4)
simdata2 <- BiCopSim(100, obj)