Simulate from the Gaussian-copula marginal regression

Used for Monte Carlo validation and for the parametric bootstrap behind the paper's goodness-of-fit tests and prediction bands.

Usage

sim_copula(
  X,
  Z,
  beta,
  gamma,
  ar = numeric(0),
  ma = numeric(0),
  family = "kuma",
  tau = 0.5
)

Arguments

X

Location-submodel design matrix.

Z

Shape-submodel design matrix.

beta, gamma

Numeric vectors of location/shape-submodel coefficients.

ar, ma

Numeric vectors of ARMA coefficients (empty for independence).

family

"kuma" (default) or "beta".

tau

Quantile level for the Kumaraswamy margin (ignored if family = "beta").

Value

Numeric vector of length nrow(X), a simulated series in (0, 1).