VoseCopulaSimulate | Vose Software


See also: VoseSimulate, VoseTimeSimulate, Modeling with objects





Array function that returns random values from a copula object.

  • CopulaObject - a valid copula object


Say you want to correlate a set of 4 variables with a multivariate Clayton copula fitted to an array with historical data called DataSet. You would then write


in cell A1. To generate random values from this copula you would then enter the array function


with output over 4 cells. This returns a set of generated random values (all between 0 and 1) of the copula object. Then you would use these as a U-parameter in distribution functions as explained here.