In one of my work I need to simulate random data from student's t copula using conditional sampling method. I know for elliptical class of copula method of simulation is different but for my problem I need to do it by defining posterior probability or conditional sampling method. If anybody have already came across such kind of problem or wrote any MATLAB code for that kindly share it with me.
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closed as off topic by David Roberts, Simon Thomas, Daniel Moskovich, Alain Valette, S. Carnahan♦ Nov 14 2011 at 17:02 |
