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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
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# Build a Frank, a Gumbel and a Clayton copula | |
frank <- frankCopula(dim = 2, param = 8) | |
gumbel <- gumbelCopula(dim = 3, param = 5.6) | |
clayton <- claytonCopula(dim = 4, param = 19) | |
# Print information on the Frank copula | |
print(frank) |
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