Bicop.simulate
- Bicop.simulate(self: pyvinecopulib.Bicop, n: int, qrng: bool = False, seeds: list[int] = []) numpy.ndarray[numpy.float64[m, n]]
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.