Archimedean copula sampler

Description

Sampler based on the Marshall-Olkin algorithm

Usage

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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

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#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)

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