How to generate a sample using Multivariate Gumbel copula or Multivariate Archimedean copula

28 Dec 2020
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Updated 13 Jan 2021
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I am trying to calculate multivariate Archimedean copula or only Multivariate Gumbel copula
I have four random variable generated of 2000 samlpes from which i calculate Spearman rank correlation
Now i want to generate a sample using that spearman rank correlation which is multivariate
how to calculate multivariate Archimedean copula or only Multivariate Gumbel copula

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Asked:

Nirajan Khatri
Nirajan Khatri
on 28 Dec 2020

Commented:

Nirajan Khatri
Nirajan Khatri
on 13 Jan 2021

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