SampleDPTreeDensity {DPtree} | R Documentation |
SampleDPTreeDensity
returns
a copula sample from a realized distribution from D-P tree.
SampleDPTreeDensity(nsam, d)
nsam |
A positive integer. The sample size. |
d |
A |
An array of dimension nsam by 2. The values of PDF of the input D-P tree distribution evaluated at the input points.
Ning S and Shephard N (2018). “A nonparametric Bayesian approach to copula estimation.” Journal of Statistical Computation and Simulation, 88(6), pp. 1081-1105. doi: 10.1080/00949655.2017.1421194.
SampleDPTreeDensity(10, DPTreePMeanDensity(DPTreePrior(m=2, z=1)))