Gumbel Copula Simulation

rcopula.gumbel {QRMlib}

R Documentation

Gumbel Copula Simulation

Description

generates a random sample from the Gumbel copula

Usage

rcopula.gumbel(n, theta, d)

Arguments

n	sample size
theta	parameter value
d	dimension of copula

Details

see pages 222-224 in QRM

Value

matrix with n rows and d columns where rows are realizations

See Also

rAC, rcopula.frank rcopula.clayton, rcopula.gauss, rcopula.t

Examples

data <- rcopula.gumbel(1000,3,4); 
pairs(data); 

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[Package QRMlib version 1.4 Index]