[R] Copula calculation in R?

Thomas Lumley tlumley at u.washington.edu
Tue Nov 18 22:01:36 CET 2003


On Tue, 18 Nov 2003 kjetil at entelnet.bo wrote:

> On 18 Nov 2003 at 11:26, Thomas Holm wrote:
>
> What is copulas?

After you rescale a bivariate distribution to have specified marginal
distributions the copula is what's left.

	-thomas

>
> Kjetil Halvorsen
>
> > 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
> >
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>
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Thomas Lumley			Assoc. Professor, Biostatistics
tlumley at u.washington.edu	University of Washington, Seattle




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