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@mick001
Last active March 13, 2016 22:19
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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
# 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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