SimNCSCop function

Simulation of a bivariate non-central squared copula

This function simulates observations a bivariate non-central squared copula model.

SimNCSCop(family, n, param, DoF = NULL)

Arguments

• family: 'Gaussian' , 't' , 'Clayton' , 'Frank' , 'Gumbel'.
• n: number of simulated vectors.
• param: c(a1,a2,tau) where a1,a2 are the non-negative non-centrality
• DoF: degrees of freedom of the Student copula (if needed).

Returns

• U: Simulated Data

Examples

param <- c(0.8, 2.5, 0.7) ;
U <- SimNCSCop('Clayton', 250, param)

Author(s)

Bouchra R. Nasri, August 14, 2019