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How to generate my custom copula data?

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Emiliano Rosso
Emiliano Rosso 2020 年 3 月 28 日
Hello!
When I calculate the copula using copulatif :
uu = ksdensity(x,x,'function','cdf');
vv = ksdensity(y,y,'function','cdf');
[Rho,nu] = copulafit('t',[uu vv],'Method','ApproximateML');
I can calculate a random correlated data set using copularnd:
r = copularnd('t',Rho,nu,3100);
uu1 = r(:,1);
vv1 = r(:,2);
Is there a way to calculate vv1 given new data?
After copulafit on my known data(uu) I want to use the copula to fit vv1 given uunew where :
uunew = ksdensity(xnew,xnew,'function','cdf');
instead of building a random sequence:
vv1=func('t',Rho,nu,uunew);
Thank!

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