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mick001/copulas_R_3.R

Created August 29, 2015 11:46
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How to fit a copula model in R (part 3). Full article at http://www.firsttimeprogrammer.blogspot.com/2015/02/how-to-fit-copula-model-in-r.html
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copulas_R_3.R
# Pseudo observations
p_obs <- pobs(mat)
plot(p_obs[,1],p_obs[,2],main="Pseudo/simulated observations: BLUE/RED",xlab="u",ylab="v",col="blue")
# Simulate data
set.seed(100)
u1 = rCopula(500,normalCopula(coef(fit.cop),dim=2))
points(u1[,1],u1[,2],col="red")
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