Statistics: copularnd

### Function Reference: `copularnd`

Function File: r = copularnd (family, theta, n)
Function File: r = copularnd (family, theta, n, d)
Function File: r = copularnd ('t', theta, df, n)

Random arrays from the copula family distributions.

### Arguments

- family is the copula family name. Currently, family can be `'Gaussian'` for the Gaussian family, `'t'` for the Student’s t family, or `'Clayton'` for the Clayton family.
- theta is the parameter of the copula. For the Gaussian and Student’s t copula, theta must be a correlation matrix. For bivariate copulas theta can also be a correlation coefficient. For the Clayton family, theta must be a vector with the same number of elements as samples to be generated or be scalar.
- df is the degrees of freedom for the Student’s t family. df must be a vector with the same number of elements as samples to be generated or be scalar.
- n is the number of rows of the matrix to be generated. n must be a non-negative integer and corresponds to the number of samples to be generated.
- d is the number of columns of the matrix to be generated. d must be a positive integer and corresponds to the dimension of the copula.

### Return values

- r is a matrix of random samples from the copula with n samples of distribution dimension d.

### Examples

     theta = 0.5;
     r = copularnd ("Gaussian", theta);
     theta = 0.5;
     df = 2;
     r = copularnd ("t", theta, df);
     theta = 0.5;
     n = 2;
     r = copularnd ("Clayton", theta, n);

### References

1. Roger B. Nelsen. An Introduction to Copulas. Springer, New York, second edition, 2006.

Source Code: copularnd