[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
--
View this message in context: http://www.nabble.com/R-copula---empirical-distributions-tp23612397p23612397.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list