VoseCopulaMultiFrank
See also: Copulas in ModelRisk, Bivariate Copula window, Vose Multivariate Copula, Archimedean copulas - Clayton Frank and Gumbel
{=VoseCopulaMultiFrank(theta)}
Example model
Array function that returns variables from a multivariate Frank copula.
-
Theta - Correlation parameter. Can range from -35 (maximum negative correlation) over 0 (no correlation) to 35 (maximum positive correlation)
The output is an nx1 or 1xn array of with randomly generated copula values between [0,1],with n being the number of variables to be correlated. Link the U-parameter of distribution functions to these to generate values of these distributions correlated by this copula.
For the bivariate version of this copula, see VoseCopulaBiFrank.
VoseFunctions for this copula
VoseCopulaMultiFrank generates values from this distribution or calculates a percentile.
VoseCopulaMultiFrankFit fits this copula to data.
VoseCopulaMultiFrankFitP returns the parameter(s) of this copula fitted to data.
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