rarchi: Archimedean copula sampler

In lcopula: Liouville Copulas

Description

Sampler based on the Marshall-Olkin algorithm

Usage

rarchi(n, family, d, theta)

Arguments

n	sample size
family	family of the Archimedean copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
d	dimension of sample
theta	parameter of the Archimedean copula

Value

a sample of dimension n by d from the Archimedean copula

Examples

#Sample from a Gumbel Archimedean copula
rarchi(n = 100, "gumbel", d = 4, theta = 2)
#Sample from the independence copula
rarchi(n = 100, "gumbel", d = 4, theta = 1)

lcopula documentation built on May 30, 2017, 4:36 a.m.