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. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
