There is a copula package and a tutorial entitled something along the lines of "The Joy of Copulas".

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David Winsemius
On Jan 22, 2009, at 10:30 PM, allen lou wrote:

hi everyone,
           Please help me to calculate copula in R . I already have
the data but I don't know how to manipulate it..please do reply...I
really need your help.

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