Joe.Markov.DATA.binom {Copula.Markov} | R Documentation |
Time-series data are generated under a copula-based Markov chain model with the Joe copula and binomial margin.
Joe.Markov.DATA.binom(n, size, prob, alpha)
n |
number of observations |
size |
number of binomial trials |
prob |
binomial probability; 0<p<1 |
alpha |
association parameter |
alpha>=1 for positive association
time series data
Huang X, Emura T
Chen W (2018) Copula-based Markov chain model with binomial data, NCU Library
Huang XW, Emura T (2021-), Computational methods for a copula-based Markov chain model with a binomial time series, in review
size=50
prob=0.5
alpha=2
set.seed(1)
Y=Joe.Markov.DATA.binom(n=500,size,prob,alpha)
### sample mean and SD ###
mean(Y)
sd(Y)
### true mean and SD ###
size*prob
sqrt(size*prob*(1-prob))