[R] Copula Fitting Using R

Dennis Murphy djmuser at gmail.com
Fri Nov 25 09:09:55 CET 2011


This is the type of question for which the sos package can come to the rescue:

findFn('Gumbel Clayton copula')

It appears that the QRMlib package would be a reasonable place to start.


On Thu, Nov 24, 2011 at 7:29 PM, cahaya iman <qaisfayyad at gmail.com> wrote:
> Hi,
> Is anybody using Copula package for fitting copulas to own data?
> I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma (
> 2.7 and 1.05)
> Which package I should use to fit Gumbel and Clayton Copulas?
> Thanks,
> fayyad
>        [[alternative HTML version deleted]]
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