- Function File: r = copularnd (family, theta, n)
- Function File: r = copularnd (family, theta, n, d)
- Function File: r = copularnd ('t', theta, df, n)
 Random arrays from the copula family distributions.
 
Arguments
 
- 
 family is the copula family name. Currently, family can be
 'Gaussian'for the Gaussian family,'t'for the Student’s t
 family, or'Clayton'for the Clayton family.
- 
 theta is the parameter of the copula. For the Gaussian and Student’s t
 copula, theta must be a correlation matrix. For bivariate copulas
 theta can also be a correlation coefficient. For the Clayton family,
 theta must be a vector with the same number of elements as samples to
 be generated or be scalar.
 
- 
 df is the degrees of freedom for the Student’s t family. df must
 be a vector with the same number of elements as samples to be generated or
 be scalar.
 
- 
 n is the number of rows of the matrix to be generated. n must be
 a non-negative integer and corresponds to the number of samples to be
 generated.
 
- 
 d is the number of columns of the matrix to be generated. d must
 be a positive integer and corresponds to the dimension of the copula.
 
Return values
 
- 
 r is a matrix of random samples from the copula with n samples
 of distribution dimension d.
 
Examples
 |  |    theta = 0.5;
 r = copularnd ("Gaussian", theta);
 
   theta = 0.5;
 df = 2;
 r = copularnd ("t", theta, df);
 
   theta = 0.5;
 n = 2;
 r = copularnd ("Clayton", theta, n);
   | 
 
References
 
- 
 Roger B. Nelsen. An Introduction to Copulas. Springer, New York,
 second edition, 2006.
 
Source Code: 
  copularnd