How to fit a copula model in R [heavily revised]. Part 1: basic tools. Full article at http://firsttimeprogrammer.blogspot.com/2016/03/how-to-fit-copula-model-in-r-heavily.html

copulas_revised_1_4.R

# Select the copula
cp <- claytonCopula(param = c(3.4), dim = 2)

# Generate the multivariate distribution (in this case it is just bivariate) with normal and t marginals
multivariate_dist <- mvdc(copula = cp,
              margins = c("norm", "t"),
              paramMargins = list(list(mean = 2, sd=3),
                                  list(df = 2)) )

print(multivariate_dist)