Timeline for How to generate from the copula by inverse conditional cdf function of the copula?
Current License: CC BY-SA 3.0
12 events
| when toggle format | what | by | license | comment | |
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| Nov 5, 2013 at 16:14 | vote | accept | Fred | ||
| Nov 5, 2013 at 11:01 | answer | added | Ben | timeline score: 3 | |
| Nov 5, 2013 at 0:44 | history | tweeted | twitter.com/#!/StackStats/status/397524825478283264 | ||
| Nov 5, 2013 at 0:10 | history | edited | Fred | CC BY-SA 3.0 |
edited title
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| Nov 5, 2013 at 0:03 | comment | added | Glen_b | Thanks Fred. Please note that I edited my first comment with some additional issues; please take another look. I have upvoted because you're clearly trying to make your question better. | |
| Nov 5, 2013 at 0:02 | comment | added | Fred | @Glen_b Thanks I fixed the reference. I was not sure my comment is wright or wrong way to do it?! Also the reference is a DOI url and they are permanent | |
| Nov 5, 2013 at 0:00 | history | edited | Fred | CC BY-SA 3.0 |
added 7 characters in body
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| Nov 4, 2013 at 23:59 | comment | added | Glen_b | it seems like you should modify your question to contain the information in your comment; you could edit that in while fixing the issues I mentioned in my previous comment. | |
| Nov 4, 2013 at 23:58 | comment | added | Glen_b | Your link is not to a paper by Genest et al ... the linked paper is by Dobrić and Schmid. Please fix, either by changing the link to the one you meant or changing the name to correspond to the actual authors listed (and if you keep 'Genest' in your question, please correct the spelling of that name at the same time). Further, questions should as far as possible stand on their own (for example, what happens to your question if the paper is moved? Your question cannot be understood), so could you also explain what the transformation etc is in your question, & give a full reference to the paper? | |
| Nov 4, 2013 at 23:57 | comment | added | Fred |
I have done some research and It seems that they generate u1 by random normal function (normrnd) and they plug u1 into inverse CDF function of copula to generate u2 but I have no idea how can I drive that function
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| Nov 4, 2013 at 23:54 | history | edited | Fred | CC BY-SA 3.0 |
added 73 characters in body
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| Nov 4, 2013 at 22:00 | history | asked | Fred | CC BY-SA 3.0 |