BiCopSim(VineCopula)
BiCopSim()所属R语言包:VineCopula
Simulation from a bivariate copula
从二元Copula的模拟
译者:生物统计家园网 机器人LoveR
描述----------Description----------
This function simulates from a given parametric bivariate copula.
此功能可以模拟从一个给定的参数二元Copula函数。
用法----------Usage----------
BiCopSim(N, family, par, par2=0)
参数----------Arguments----------
参数:N
Number of bivariate observations simulated.
二元观测模拟数。
参数:family
An integer defining the bivariate copula family: <br> 0 = independence copula <br> 1 = Gaussian copula <br> 2 = Student t copula (t-copula) <br> 3 = Clayton copula <br> 4 = Gumbel copula <br> 5 = Frank copula <br> 6 = Joe copula <br> 7 = BB1 copula <br> 8 = BB6 copula <br> 9 = BB7 copula <br> 10 = BB8 copula <br> 13 = rotated Clayton copula (180 degrees; “survival Clayton”) <br> 14 = rotated Gumbel copula (180 degrees; “survival Gumbel”) <br> 16 = rotated Joe copula (180 degrees; “survival Joe”) <br> 17 = rotated BB1 copula (180 degrees; “survival BB1”)<br> 18 = rotated BB6 copula (180 degrees; “survival BB6”)<br> 19 = rotated BB7 copula (180 degrees; “survival BB7”)<br> 20 = rotated BB8 copula (180 degrees; “survival BB8”)<br> 23 = rotated Clayton copula (90 degrees) <br> 24 = rotated Gumbel copula (90 degrees) <br> 26 = rotated Joe copula (90 degrees) <br> 27 = rotated BB1 copula (90 degrees) <br> 28 = rotated BB6 copula (90 degrees) <br> 29 = rotated BB7 copula (90 degrees) <br> 30 = rotated BB8 copula (90 degrees) <br> 33 = rotated Clayton copula (270 degrees) <br> 34 = rotated Gumbel copula (270 degrees) <br> 36 = rotated Joe copula (270 degrees) <br> 37 = rotated BB1 copula (270 degrees) <br> 38 = rotated BB6 copula (270 degrees) <br> 39 = rotated BB7 copula (270 degrees) <br> 40 = rotated BB8 copula (270 degrees)
一个整数,定义二元Copula的家庭:<BR>0独立系词参考1=高斯系词参考的2学生t Copula函数(T-Copula函数)参考3=克莱顿系词参考4= Gumbel分布Copula的参考5=弗兰克·系词参考6=乔系词参考7= BB1 Copula的参考8= BB6 Copula的参考9= BB7系词参考10= BB8系词参考13 =旋转克莱顿系词(180度参考“生存克莱顿”)14=旋转(180度“生存冈贝尔”)Gumbel分布Copula的参考16=旋转乔系词(180度“生存乔” )参考17=旋转BB1 Copula函数(180度;“BB1生存”)参考18=旋转BB6 Copula函数(180度“生存BB6”)参考所述> =旋转BB7系词(180度“生存BB7”)参考19=旋转BB8系词(180度“生存BB8”)参考20=旋转克莱顿系词(90度)参考23=系词(90度)旋转冈贝尔参考24=旋转乔系词(90度)参考26=旋转BB1 Copula函数( 90度)参考27=旋转BB6系词(90度)参考28=旋转BB7系词(90度)参考29=旋转BB8系词(90度)参考30=系词(270度)旋转克莱顿参考33=系词(270度)旋转冈贝尔参考34=旋转乔系词(270度)< BR> 36=旋转BB1 Copula函数(270度)参考37=旋转BB6 Copula函数(270度)参考38=旋转BB7系词(270度)参考39=旋转BB8系词(270度)
参数:par
Copula parameter.
Copula函数的参数。
参数:par2
Second parameter for bivariate copulas with two parameters (t, BB1,BB6, BB7, BB8; default: par2 = 0).
第二个参数二元Copula函数有两个参数(T,BB1,BB6,BB7,BB8,默认的:par2 = 0“)。
值----------Value----------
An N x 2 matrix of data simulated from the bivariate copula.
N×2矩阵的二元Copula的模拟数据。
(作者)----------Author(s)----------
Ulf Schepsmeier
参见----------See Also----------
BiCopCDF, BiCopPDF, RVineSim
BiCopCDF,BiCopPDF,RVineSim
实例----------Examples----------
# simulate from a bivariate t-copula[模拟从一个二元T-Copula函数]
simdata = BiCopSim(300,2,-0.7,par2=4)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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