Function to simulate from a bivariate Gaussian copula
Usage
SimulateGaussianCopula(N, rho, m_sigma, s_sigma, gamma)
Arguments
- N
Number of samples
- rho
Samples from design prior distribution for rho
- m_sigma
Mean of sigma
- s_sigma
Stdev of sigma
- gamma
Correlation parameter
Value
Joint prior distribution between rho and sigma