Hello R-Team, I am trying to construct a Copula from a multivariate Gamma distribution with its marginals gamma-distributed. The multivariate Gamma should be able to contain a correlation coeficient or matrix.
I have studied the book "Continuous Multivariate Distributions vol.I Models and applications" by Johnson & Kotz & Balakrishnan but what I constructed doesn't really look like a Copula. So my question is: Can such a Copula exist? And if yes, are ther R-packages which could help? Yours truly Peter ______________________________________________ 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.
