The name is absent



Appendix В

R Codes

B.l Generate и and v as shown in Section 3.4

## Copula simulation (From Nelsen (1986) p.3282)

copula.sim < — function(nn,copula.type,alphaa) {

if (copula.type == 1){ #Frank.copula.type=l

xxl < — as.double(runif(nn,0,l))

vv < — as.double(runif (nn,0,l))

numm < — as.double(vv*(alphaa -1))

denomm < — as.double((alphaa^xxl)*(l-vv)+ vv)

xx2 < — as.double(logb(l + numm∕denomm,alphaa)) }

par (mfrow=c ( 1,1 ) )

plot(xxl,xx2,xlim=c(0,l),ylim=c(0,l), main “Simulated Copula Data”)

103



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