How to fit a copula model in R [heavily revised]. Part 2: fitting the copula. Full article at

copulas_revised_2_3.R

var_a <- pobs(mydata)[,1]
var_b <- pobs(mydata)[,2]
selectedCopula <- BiCopSelect(var_a, var_b, familyset = NA)
selectedCopula

## $p.value.indeptest
## [1] NA
## 
## $family
## [1] 3
## 
## $par
## [1] 1.482169
##
## $par2
## [1] 0
## 
## attr(,"class")
## [1] "BiCop"

# Family = 1 -> Gaussian copula
#        = 2 -> Student t copula (t-copula)
#        = 3 -> Clayton
#        ...
selectedCopula$family
## [1] 3

# par -> parameter of the copula
selectedCopula$par
## [1] 1.482169