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

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Nirajan Khatri 2020-12-28

评论： Nirajan Khatri 2021-1-13

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 2021-1-13

Respected sir please help me to solve this problem

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