Draw a random sample from a copula via copula — morie_copula_sample • rmorie

Thin extender over copula::rCopula that generates \(n\) draws on \([0, 1]^d\) from a specified copula.

Usage

morie_copula_sample(n, copula, ...)

Arguments

n: Integer; the number of multivariate observations to draw.
copula: A copula object specifying the dependence structure (e.g. copula::normalCopula(), copula::claytonCopula()).
...: Further arguments forwarded to copula::rCopula.

Value

A list with $method = "copula::rCopula" and $raw (a numeric matrix of dimension \(n \times d\) with values in \([0, 1]\)).

Examples

if (FALSE) { # \dontrun{
  if (requireNamespace("copula", quietly = TRUE)) {
    set.seed(1)
    morie_copula_sample(100, copula::claytonCopula(2, dim = 3))
  }
} # }