Last data update: 2014.03.03

 R: Archimedean copula sampler
rarchiR 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)

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO