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Sampler based on the Marshall-Olkin algorithm
rarchi(n, family, d, theta)
a sample of dimension n by d from the Archimedean copula
n
d
sample size
family of the Archimedean copula. Either "clayton", "gumbel", "frank", "AMH" or "joe"
"clayton"
"gumbel"
"frank"
"AMH"
"joe"
dimension of sample
parameter of the Archimedean copula
#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)
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