copulaRandClayton

copulaRandClayton(alpha, count)

Returns two-dimensional random vectors that follow a Clayton Copula dependence structure. Each row of the returned matrix is a two-dimensional sample, and each column follows a uniform distribution over (0, 1).

Clayton Copula has lower-tail dependence and is used to simulate scenarios where two variables tend to have joint extreme values in the lower quantiles.

alpha is a non-negative numeric scalar indicating the shape parameter. The range is [0, infinity). alpha = 0 indicates independence. A larger alpha indicates stronger lower-tail dependence.

count is a positive INT scalar indicating the number of samples to generate.

A DOUBLE matrix with count rows and 2 columns. All values are in the interval (0, 1).

setRandomSeed(seed=20260114)
u = copulaRandClayton(alpha=2.0, count=5)
shape(u)
// output: 5 :2

min(flatten(u)) > 0 && max(flatten(u)) < 1
// output: true

Related functions: copulaRandGaussian, copulaRandStudent, copulaRandFrank, copulaRandGumbel