[R] Empirical copula in R

Spencer Graves spencer.graves at pdf.com
Thu Jul 5 00:15:50 CEST 2007

      I just got 203 hits from RSiteSearch("copula") and 60 from 
RSiteSearch("copula", "fun").  Most if not all of the first 24 or the 
hits in the latter referred to the 'copula' package.  Have you reviewed 
these?  The 25th hit in the latter referred to an 'fgac' package for 
'Generalized Archimedean Copula', with a Brazilian author and 
maintainer, who presumably is not related to the 'copula' author and 
maintainer at U. Iowa. 

      Also, have you tried contacting the official "maintainers" of 
these packages?  You can get an email address for them from 
help(package="copula") and help (package="fgac"). 

      Hope this helps. 
      Spencer Graves

GWeiss wrote:
> Hi,
> 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!
> Gregor

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