Description: ClaytonRND Random matrix from a Clayton n-copula.Build and share code simulating Clayton n-copula n>2 indeed it possible to extend letting alpha be a vector of size n, each entry >0 but could be different.
U = ClAYTONRND(ALPHA, N, M) returns N random vectors with size Mx1 (U is a MxN matrix) generated from a Clayton N-Copula with parameters alpha>0
- [GarchTest] - Demo of some Garch models, include ugarc
- [t-copula] - t-copula small programs, it is practical
File list (Check if you may need any files):
t-copulas.m
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