[R] Copula Fitting Using R
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:
> 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?
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> and provide commented, minimal, self-contained, reproducible code.
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