[R] Copula package - normalCopula() param order

Lucas Holland hollandlucas at gmail.com
Sun Mar 17 16:26:41 CET 2013


Hey all,

I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vector have to be in? In other words: What does the normalCopula function "expect"? 

Thanks!



More information about the R-help mailing list