[R] Copulas

Diethelm Wuertz wuertz at itp.phys.ethz.ch
Fri Sep 10 09:19:18 CEST 2004

I have written a copula package for Rmetrics.

It covers the contents from Evanesce, but it is build in a little bit
different way. When testing is finished it will become part of
Rmetrics / fExtremes in the near future.


J W wrote:

> Is anyone already in the process of developing copula estimation 
> methods or porting Prof. Rene Carmona's EVANESCE 
> (http://www.orfe.princeton.edu/~rcarmona/SVbook/svbook.html)?
> JW
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html

More information about the R-help mailing list