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dev
2006 Nov 27
0
How to simulate data from copulas?
...m using this package to fit my data with some of the 22 copulas mentioned
in Nelsen 1999.
However, when trying random number generator I have got some difficulties.
For example when I have familie number A13 where cupola is equal to
C(u,v) = exp(1-((1-log(u))^theta+(1-log(v))^theta-1)^(1/theta))
devuv = (exp(1 - (-1 + (1 - log(u))^theta + (1 -
log(v))^theta)^theta^(-1))*(1 - log(u))^(-1 + theta)*(-1 + theta + (-1 + (1
- log(u))^theta + (1 - log(v))^theta)^theta^(-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...