R Graphical Manual

Browse All

Last data update: 2014.03.03

R: Random sample generation of variables 'X' and 'Y' marginal...

BiCopGen

R Documentation

Random sample generation of variables `X` and `Y` marginal distributions for the Archimedean copula

Description

Generates a random sample of variables X and Y of the marginal distribution for the Archimedean copula. X and Y are of the same size and can be censored.

Usage

BiCopGen(x, rodiny = c("weibull", "weibull"), rodina = "gumbel", No,
    cens = TRUE, bicens = TRUE, digi = 0)

Arguments

`x`	vector of these parameters: `x[1], x[3]` `shape` ("weibull" or "gamma") or `mean` ("norm") or `meanlog` ("lognormal") `x[2], x[4]` `scale` ("weibull" or "gamma") or `sd` ("norm") or `sdlog` ("lognormal") `x[5]` copula parameter
`rodiny`	vector of length 2 of names of the marginal distributions. Distributions can be "weibull", "gamma", "norm", "lnorm". "norm" is the name for the Normal distribution. "lnorm" is the name for the Lognormal distribution.
`rodina`	copula family. Currently supported families are "gumbel", "clayton" and "frank".
`No`	sample size
`cens`	cens = TRUE ... censored sample
`bicens`	if both `bicens` and `cens` are `TRUE`, both `X` and `Y` are censored. If `cens` is `TRUE` and `bicens` is `FALSE`, one of the `X` or `Y` can be uncensored
`digi`	number of decimal places in the output `X` and `Y`

Details

Random censoring using distribution function having the same specifications as the original uncensored distribution.

Value

A list with the following components:

`X, Y`	vectors sizes of `No` and having `digi` number of decimal places.
`dX`	vector size of `No` and consisting of 0 or 1. If `X[i]` is censored, `dX[i] = 0`.
`dY`	Vector size of `No` and consisting of 0 or 1. If `Y[i]` is censored, `dY[i] = 0`.

Author(s)

Josef Brejcha

Random sample generation of variables X and Y marginal distributions for the Archimedean copula