simulation - using copula in r with own data -
i have created simulated data outside of r (e.g. matrix with, say, 3 columns, each 10,000 values , each equal probability). extract of data below
total1 total2 total3 1 448824 7895.13 42233 2 297701 8068.44 37376 3 399065 4823.11 10423 4 425672 7567.62 65052 5 487482 7360.86 74758 6 400459 4344.44 39242 7 504143 7336.72 42842
i want define own correlation matrix between these 3 variables represented data in columns , produce aggregate distribution using copula function in r. need turn 10,000 values in each column distribution first before can use in copula, create user-defined distribution margin object in copula package? documentation says "a user-defined distribution, example, fancy, can used margin provided dfancy, pfancy, , qfancy available." so, how create 3 user-defined distributions each of 10,000 values , how apply copula (e.g. normal one) using own specified 3x3 correlation matrix, create aggregate distribution?
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