[R] Goodness Of Fit for Nonparametric Copulas

Hi All, Are there any package to check the GOF for nonparametric copulas using R? Fayyad [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide h

[R] SPI using Nonparametric Approach

Dear r-users, Any such a way that we can compute SPI using kernel function (nonparametric approach) without assuming any parametric distributions? Any existing package for above method using R? Thank you for your help. Fayyad [[alternative HTML version deleted]] _

[R] Goodness of Fit for Archimedean Copulas

Dear All, I'm now looking for R-code on how to find the Goodness of Fits for Archimedean Copulas. If anyone have a guide for this problems please lets me know. Your prompt action is much appreciated. Regards, Ummul [[alternative HTML version deleted]] __

[R] Goodness of Fit for Copula

Dear All, I'm now working on Archimedean copulas and try to test the goodness of fit. Which packages I should use? I have Clayton copula with parameter (5.35) and Frank (19.5). I found this build function wrote by Yan and Ivan via R Packages, but I'm not sure the matrix for x? Please advice.

[R] Copula Scale

Dear All, I have one questions about *Matrix U* which using to obtain copula parameter. For example when *Matrix U* (*n-*by-2) contains data transformed to the unit hypercube by parametric estimates of their marginal cumulative distribution functions. Did R have build function to obtain this *Ma

[R] Transform the original data to the "Copula Scale"

Hi all, Did R build the function that can transform the original data to the "copula scale" by applying a probability integral transform to obtain uniformly [0; 1]-distributed values? Thank you. Fayyad. [[alternative HTML version deleted]] __

[R] Copula Fitting Using R

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]] _