SimMixtureCop {HMMcopula} | R Documentation |
Simulation of observations from a bivariate mixture copula model
SimMixtureCop(Q, family, KendallTau, n, DoF)
Q |
Weights vector (1 x component); |
family |
'gaussian' , 't' , 'clayton' , 'frank' , 'gumbel' |
KendallTau |
Kendall's rank correlation |
n |
number of simulated vectors |
DoF |
vector of degree of freedom only for the Student copula |
SimData |
Simulated Data |
MC |
Markov chain regimes |
alpha |
parameters alpha |
Q <- matrix(c(0.8, 0.2),1,2) ; kendallTau <- c(0.3 ,0.7) ;
simulations <- SimMixtureCop(Q, 'gaussian', kendallTau, 300)