hsloot / rmo

An R package for Marshall--Olkin distributions and copulas.
https://hsloot.github.io/rmo/
GNU General Public License v3.0
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[FEAT] Modified Arnold model for the exchangeable subclass #95

Open hsloot opened 3 years ago

hsloot commented 3 years ago

Summary

It is possible to modify the Arnold model for the exchangeable subclass such that the shock-sets are sampled in a two-step procedure: The first steps samples how many components are shocked and the second step samples the shocked components uniformly.

Proposal

Implement the modified Arnold model including tests and documentation.