rarchi {lcopula} | 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 |
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)
[Package lcopula version 1.0.7 Index]