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

5 views (last 30 days)

Nirajan Khatri on 28 Dec 2020

Commented: Nirajan Khatri on 13 Jan 2021

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

Nirajan Khatri on 13 Jan 2021

Respected sir please help me to solve this problem

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