[R] Copula calculation in R?

Martin Maechler maechler at stat.math.ethz.ch
Tue Nov 18 17:51:23 CET 2003


I'm sorry for my accidental reply

(which was caused by the fact that you were lazy and did 
 reply to an *existing* r-help posting and changed the subject
 instead of writing a new e-mail -- this destroys all threading
 ("sort+indent according to one topic") in the archives and many
 people's mail readers 
)

    >> Hello
    >> Anyone that now of any function in R that can calculate copulas?
    >> Or if anyone have any code avaible I would be more than interested. 

    >> Thank you in advance

    >> /Thomas

Now to the answer:  There is some S-plus code around here at ETH
that I could get.  Please inquire privately if there isn't a
better answer here.

Regards,

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><




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