rCopulaPrior returns a function that generates random values from the copula model

The returned function generates n random vectors, as rows of a matrix.

Usage

rCopulaPrior(Copula)

Arguments

Copula

the return value of fitCopula()

Value

a matrix of random values

Examples

rprior <- rNormalPrior(c(-1,0,1),c(1,2,3))
C <- fitCopula(rprior(1000))
D <- rCopulaPrior(C)
print(cov(D(100)))
#>            [,1]        [,2]       [,3]
#> [1,]  0.9957106 -0.14338268 0.22428630
#> [2,] -0.1433827  4.33235214 0.05887743
#> [3,]  0.2242863  0.05887743 8.23339658
print(D(10))
#>              [,1]      [,2]      [,3]
#>  [1,]  1.06838879  2.638188 1.8098286
#>  [2,] -2.35551577 -1.417578 6.6220676
#>  [3,] -0.39934949  1.837523 6.1432362
#>  [4,] -0.02448666  2.180708 1.6167046
#>  [5,] -1.70231310 -4.259623 9.7382009
#>  [6,] -2.10083689 -2.001452 2.1109291
#>  [7,] -1.44128057 -2.915991 1.9903715
#>  [8,] -2.09558236 -1.572192 1.2180026
#>  [9,] -0.70463374 -1.339199 0.9681756
#> [10,]  0.30752364 -2.965675 0.5547099