Hello everyone,
I would like to make a Gumbel Clayton mixture and I wanted to know if it
has been already developed in an existing package? I use the package
copula, fcopulae to model Gumbel or Clayton copula, but I don't know how
to compute a mixture of 2 copulas - if someone could give me some
advices on the way to do it, that would be great.
Best,
R.
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ABC arbitrage, partenaire officiel du skipper Jean-Pierre Dick (bateau Virbac
Paprec 3), engagé avec Loïc Peyron sur la Barcelona World Race 2011, course
autour du monde en double sans escale // ABC arbitrage, official partner of
skipper Jean-Pierre Dick (Virbac Paprec 3 boat), racing with Loïc Peyron in the
2011 edition of the Barcelona World Race (double-handed non-stop
round-the-world race).
P Please consider your environmental responsibility before printing this email
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