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copula 分布和相关样本

对数据进行相关随机样本模型参数拟合，计算分布，生成序列相关的伪随机样本

Statistics and Machine Learning Toolbox™ 提供了多个具有指定分布参数的函数，用于处理 copula 分布和相关样本。有关详细信息，请参阅Copulas: Generate Correlated Samples。

函数

copulacdfCopula cumulative distribution function
copulapdfCopula probability density function
copulaparamCopula parameters as function of rank correlation
copulastatCopula rank correlation
copulafitFit copula to data
copularndCopula random numbers

主题

  • Copulas: Generate Correlated Samples

    Copulas are functions that describe dependencies among variables, and provide a way to create distributions that model correlated multivariate data.

  • Generate Correlated Data Using Rank Correlation

    This example shows how to use a copula and rank correlation to generate correlated data from probability distributions that do not have an inverse cdf function available, such as the Pearson flexible distribution family.

  • 使用 copula 仿真相关随机变量

    此示例说明当变量之间存在复杂关系时，或者当各个变量来自不同分布时，如何使用 copula 从多元分布中生成数据。