[R] Empirical copula in R
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.
> 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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