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delphi
2006 Nov 27
0
How to simulate data from copulas?
...-1))*(-1 + (1 - log(u))^theta +
(1 - log(v))^theta)^(-2 + theta^(-1))*(1 - log(v))^(-1 + theta))/(u*v)
devu = (exp(1 - (-1 + (1 - log(u))^theta + (1 -
log(v))^theta)^theta^(-1))*(1 - log(u))^(-1 + theta)*(-1 + (1 -
log(u))^theta + (1 - log(v))^theta)^(-1 + theta^(-1)))/u
phi = (1-log(t))^theta-1
devphi = - ((theta*(1 - log(t))^(-1 + theta))/t)
K(t) = t - ((1-log(t))^theta-1) / (-((theta*(1 - log(t))^(-1 + theta))/t))
I am always meeting some difficulies to random generate data. Or to make a
program code to count inverse function of my phi which should help in the
algorithm to generate data.
It...