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Copula and Multivariate distribution

1 message · salmajj at softhome.net

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Hi all,
I understand that rmvdc generates random number from mvdc object. But the 
mvdc object can only be used if we define the marginals! So my question is 
suppose we don't find any distribution which fit marginals so we use the 
Canonical Maximum Likelihood method (This approach uses the empirical CDF of 
each marginal distribution to transform the observations into pseudo 
observations with uniform margins) SO after finding the copula which fit the 
dependancy HOW i can generate random number which mimic the data?
Hope my question is clear, please if someone have an idea help me!
THANKS