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Nirajan Khatri


Last seen: 3 years ago |  Active since 2020

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multivariate Archimedean copulas (Clayton, Gumbel and Frank)
Hi everyone, I'm traying to estimate families of multivariate Archimedean copulas (Clayton, Gumbel and Frank) for 4 random va...

3 years ago | 0 answers | 0

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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 genera...

3 years ago | 0 answers | 0

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Question


Calculating inverse of non square matrix
I have four 1*2000 matrix like u1, u2, u3, u4 whose each dimensions is 1*2000, i want to find their inverse independently, when ...

3 years ago | 1 answer | 0

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Question


why doesnt it works
for i = 1 :1: N for j = 1 :1: N if u(i,j) < 1-a(i,j) && N<1- (u(i,j)/(1-a(i,j))) z= (1-a(i,j))*N ...

3 years ago | 0 answers | 0

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How to calculate inverse Conditional distribution V/U
I am trying to calculate inverse conditional distribution u=u1 v12= Cinv(v/u) (u2/2,a12) v13 = Cinv(v/u) (u3/u,a13) v14 = ...

3 years ago | 0 answers | 0

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Question


Archemedean copula for multiple random variables
Can we find Archemedean Frank Gumbel and Clayton copula for more than two variables ???

3 years ago | 0 answers | 0

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Gaussian Copula and Correlation, I am trying to find gaussian copula for multiple variable, Please help me, is the u which i underline is correct or not
N = 1000; norm_mean = 0; norm_var = 1; r1= norm_mean+sqrt(norm_var)*randn(1,N); %calculating PDF y1 = pdf('Normal',r1,norm_...

3 years ago | 0 answers | 0

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Question


CAlculating Gaussian Copula but shows error
clc; N = 1000; norm_mean = 0; norm_var = 1; %generating random variable with standard normal distribution and %calculating ...

3 years ago | 1 answer | 0

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Question


Please experts help me to check this code and comment if error please
clear all; clc; N = 1000; % standard normal distribution mean=0 and variance =1 norm_mean=0; norm_var=1; %generating rando...

3 years ago | 0 answers | 0

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Question


Displays Nan in correlation result
I am finding the correlation between the generated random variable but the result is nan, can you please help me clear all; cl...

3 years ago | 1 answer | 0

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