Bicop.simulate

Bicop.simulate(self, n: int, qrng: bool = False, seeds: collections.abc.Sequence[int] = []) → numpy.ndarray[dtype=float64, shape=(*, *), order='F']

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:

  • n – Number of observations.

  • qrng – Set to true for quasi-random numbers.

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

Returns:

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