[R] testing goodness of fit for t copula

poulomi ganguli poulomizca at gmail.com
Tue Aug 9 06:45:55 CEST 2011


Hi,

I'm a new user of R. I'm using package copula implemented in R. I want
to know how to test goodness of fit of student's t copula for 3
dimensional cases using real world data. In manual gof test has been
performed on the copula families generated from rcopula function that
i understood as random data generated from copula? How to perform the
test with real/observed data matrix. kindly let me know.



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