Bicop.simulate

Bicop.simulate(self, n: int, qrng: bool = False, seeds: collections.abc.Sequence[int] = []) → numpy.ndarray

Simulates from a bivariate copula.

If qrng = TRUE, generalized Halton sequences are used. For more information on Generalized Halton sequences, see Faure, H., Lemieux, C. (2009). Generalized Halton Sequences in 2008: A Comparative Study. ACM-TOMACS 19(4), Article 15.

Parameters:

nint

Number of observations.

qrngbool

Set to true for quasi-random numbers.

seedslist of int

Seeds of the (quasi-)random number generator; if empty (default), the (quasi-)random number generator is seeded randomly.

Returns:

ndarray, shape (n, m), dtype float

An \(n \times 2\)matrix of samples from the copula model.