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_5.R

# Generate random samples
fr <- rCopula(2000, frank)
gu <- rCopula(2000, gumbel)
cl <- rCopula(2000, clayton)

# Plot the samples
p1 <- qplot(fr[,1], fr[,2], colour = fr[,1], main="Frank copula random samples theta = 8", xlab = "u", ylab = "v")
p2 <- qplot(gu[,1], gu[,2], colour = gu[,1], main="Gumbel copula random samples theta = 5.6", xlab = "u", ylab = "v") 
p3 <- qplot(cl[,1], cl[,2], colour = cl[,1], main="Clayton copula random samples theta = 19", xlab = "u", ylab = "v")

# Define grid layout to locate plots and print each graph^(1)
pushViewport(viewport(layout = grid.layout(1, 3)))
print(p1, vp = viewport(layout.pos.row = 1, layout.pos.col = 1))
print(p2, vp = viewport(layout.pos.row = 1, layout.pos.col = 2))
print(p3, vp = viewport(layout.pos.row = 1, layout.pos.col = 3))

samples <- rMvdc(2000, multivariate_dist)
scatterplot3d(samples[,1], samples[,2], color = "blue",pch = ".")