This is my first post on stackoverflow, but I have been reading the posts for a while already.

I'm trying to simulate multiple random variables with different taus from the Gumbel copula. For the normal copula it's pretty simple, eg: library(copula) myCop <- normalCopula(param=c(0.4,0.2,.3), dim = 3, dispstr = "un") normtest = rCopula(1000, myCop)

But for the Gumbel copula, it seems to only want to do it is all the taus are the same. I tried: library(gumbel) alphas = c(1.5, 1.2, 2) test = rgumbel(n = 1000, dim = 3, alpha = alphas)

Any ideas? Thanks!!!

I'm trying to simulate multiple random variables with different taus from the Gumbel copula. For the normal copula it's pretty simple, eg:

library(copula)
myCop <- normalCopula(param=c(0.4,0.2,.3), dim = 3, dispstr = "un")
normtest = rCopula(1000, myCop)

But for the Gumbel copula, it seems to only want to do it is all the taus are the same. I tried:

library(gumbel)
alphas = c(1.5, 1.2, 2)
test = rgumbel(n = 1000, dim = 3, alpha = alphas)

Any ideas?