## Loading of packages library(copula) library(quadprog) library(rrcov) ## Creating copula objects ncop <- normalCopula(param = 0.5, dim = 5) tcop <- tCopula(param = 0.5, dim = 5, df = 5, df.fixed = TRUE) ## Creating DGPs NcopMargN <- mvdc(ncop, margins = "norm", paramMargins = list(list(mean = 0, sd = 1)), marginsIdentical = TRUE) NcopMargT <- mvdc(ncop, margins = "t", paramMargins = list(df = 5), marginsIdentical = TRUE) TcopMargT <- mvdc(tcop, margins = "t", paramMargins = list(df = 5), marginsIdentical = TRUE) ## Initialising list objects for DGP Lobj <- list() length(Lobj) <- 1000 ## Setting a seed set.seed(12345) ## Generating random samples rNcopMargN <- lapply(Lobj, function(x) rMvdc(240, NcopMargN)) rNcopMargT <- lapply(Lobj, function(x) rMvdc(240, NcopMargT)) rTcopMargT <- lapply(Lobj, function(x) rMvdc(240, TcopMargT))