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

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

Respuestas (0)

Categorías

Preguntada:

el 28 de Dic. de 2020

Comentada:

el 13 de En. de 2021

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by