[R] R copula - empirical distributions

matejp matej.pfajfar at adacta.si
Tue May 19 11:04:17 CEST 2009


Dear list,

Has anyone used the 'copula' or 'fCopulae' package with empirical
distributions. I have two distributions (10.000 samples each) which I need
to combine using archimedean copulas (probably Clayton and/or Frank).

Is this possible? Is there an existing empirical distribution function
defined which I can use or do I need to define my own?

Thanks and best regards,

Matej
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