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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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# Generate a bivariate normal copula with rho = 0.7 | |
normal <- normalCopula(param = 0.7, dim = 2) | |
# Generate a bivariate t-copula with rho = 0.8 and df = 2 | |
stc <- tCopula(param = 0.8, dim = 2, df = 2) |
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