rarchi: Archimedean copula sampler
In lcopula: Liouville Copulas

rarchi

R Documentation

Archimedean copula sampler

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 29, 2024, 5:42 a.m.