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.- Parameter
n: Number of observations.
- Parameter
qrng: Set to true for quasi-random numbers.
- Parameter
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.
- Parameter