Generate data with unit exponential margins from 4 different bivariate copulas

Generate data with unit exponential margins from 4 different bivariate copulas

Usage

gen_data_exp(n, theta, copula = NULL, tau = 0.75)

Arguments

n

Number of observations

theta

Dependence parameter (between 0 and 1)

copula

l for logistic, il for inverted-logist, al for asymmetric logistic, g for Gaussian

tau

Quantile threshold using marginal thresholding

Value

x n x 2 matrix of data with unit exponential marginal distributions

r Vector of radii

w Vector of angles

r_0_marg truncation point for truncated Gamma distribution for all n data points

above_thresh_marg TRUE/FALSE vector of whether points are above the marginal threshold

data_marg_r_0 List with n, r, w, and r_0 for data points where above_thresh_marg=T

Examples

simdata <- gen_data_exp(n = 600, theta = 0.8, tau=0.75, copula = 'g')
summary(simdata$x)
#>        V1                 V2           
#>  Min.   :0.005073   Min.   :0.0005344  
#>  1st Qu.:0.239599   1st Qu.:0.2636041  
#>  Median :0.652507   Median :0.6627482  
#>  Mean   :0.931075   Mean   :0.9137787  
#>  3rd Qu.:1.275914   3rd Qu.:1.2063422  
#>  Max.   :6.457211   Max.   :4.9893931