[R] General Copula theory

[Chris89]

Hi everyone!

Firstly, let me specify that I an new to copula theory, so be gentle! 

I have two data sets containing wind data for 14 years, and I am to use
Gumbel marginals and a Gumbel copula. The question is, how will I generate
data from the marginals? 

I have 14 years of data (4 observations each day), so I have taken the
maximum of each year (eliminating seasonality) and then found the parameters
of the corresponding Gumbel distribution. But then what? Should I generate n
values of Gumbel distributed data, get uniform values by the inverse
cumulative, and then put these into the Gumbel copula?

I guess this have to be wrong, but I just can't seem to find a good
procedure on this topic.

Sincerely
Chris




--
View this message in context: http://r.789695.n4.nabble.com/General-Copula-theory-tp4688594.html
Sent from the R help mailing list archive at Nabble.com.