R copula code exampl

copula-example.R

# install.packages("VineCopula")
# install.packages("copula")
# install.packages("tigerstats")

library(VineCopula)
library(copula)
library(tigerstats)
set.seed(123)
N=200
dim=dim
U=runif(N, min=0,max=1)
# x <- rep(0,N)
x <- vector("list",N)
for (i in 1:N){
  if(U[i] < 0.3){
    x[[i]]= rCopula(N,claytonCopula(0.5,dim=2))
  }else if(U[i]<0.7){
    x[[i]]=rCopula(N,frankCopula(-4,dim=2))
  }
  
}
x[[1]]
# densityplot(x[[1]])                                                 

plot(density(x[[1]]))
  
  
## make rCopula(N...) into rCopular(i,...)-----------------------------------
  
library(VineCopula)
library(copula)
library(tigerstats)
set.seed(123)
N=200
dim=dim
U=runif(N, min=0,max=1)
# x <- rep(0,N)
x <- vector("list",N)
for (i in 1:N){
    if(U[i] < 0.3){
        x[[i]]= rCopula(i,claytonCopula(0.5,dim=2))
    }else if(U[i]<0.7){
        x[[i]]=rCopula(i,frankCopula(-4,dim=2))
    }
    
}
x[[1]]
densityplot(as.numeric(x[[1]]))
plot(density(x[[1]]))