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_6.R

# Generate the normal copula and sample some observations
coef_ <- 0.8
mycopula <- normalCopula(coef_, dim = 2)
u <- rCopula(2000, mycopula)

# Compute the density
pdf_ <- dCopula(u, mycopula)

# Compute the CDF
cdf <- pCopula(u, mycopula)

# Generate random sample observations from the multivariate distribution
v <- rMvdc(2000, multivariate_dist)

# Compute the density
pdf_mvd <- dMvdc(v, multivariate_dist)

# Compute the CDF
cdf_mvd <- pMvdc(v, multivariate_dist)