-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Sean Creighton
Sent: Dienstag, 8. Februar 2005 15:04
To: r-help@stat.math.ethz.ch
Subject: [R] Copula as measure of correlation
Hello
Has anybody implemented a copula correlation in R in order to
correlate
between two non-normally distributed time series.
Thanks
Sean
Sean,
Ken Knoblauch once gave the follwing answer to a similar question:
In Jim Lindsey's repeated package,
`gausscop' Multivariate Gaussian Copula with Arbitrary Marginals
Gregor
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