CopulaSim {heterocop} | R Documentation |
This function enables the user to simulate data from a Gaussian copula and arbitrary marginal quantile functions
CopulaSim(n, R, qdist, random = FALSE)
n |
the number of observations |
R |
a correlation matrix of size dxd |
qdist |
a vector containing the names of the marginal quantile functions as well as the number of times they are present in the dataset |
random |
a boolean defining whether the order of the correlation coefficients should be randomized |
a list containing an nxd data frame, the shuffled correlation matrix R, and the permutation leading to the new correlation matrix
M <- diag_block_matrix(c(3,4,5),c(0.7,0.8,0.2))
CopulaSim(20,M,c(rep("qnorm(0,1)",6),rep("qexp(0.5)",4),rep("qbinom(4,0.8)",2)),random=TRUE)