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. ______________________________________________ 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.
