rPrior {gnn} | R Documentation |
Sampling from a prior distribution.
rPrior(n, copula, qmargins = qnorm, method = c("pseudo", "sobol"), ...)
n |
sample size, a positive |
copula |
object of |
qmargins |
marginal quantile |
method |
|
... |
additional arguments passed to |
(n, dim(copula))
-matrix
of samples.
Marius Hofert
library(gnn) # for being standalone n <- 5 d <- 3 library(copula) cop <- claytonCopula(2, dim = d) X1 <- rPrior(n, copula = cop) # Clayton copula and N(0,1) margins X2 <- rPrior(n, copula = cop, qmargins = qexp) # Exp(1) margins X3 <- rPrior(n, copula = cop, qmargins = qexp, method = "sobol", seed = 271) stopifnot(dim(X1) == c(n, d), dim(X2) == c(n, d), dim(X3) == c(n, d))