[R] Empirical copula in R

GWeiss grenife at hotmail.com
Tue Jul 3 15:37:44 CEST 2007


I would like to implement the empirical copula in R, does anyone know if it
is included in a package? I know it is not in the "Copula" package. This one
only includes a gof-test based on the empirical copula process.

Thanks for your help!
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