Dear list,
Does anyone have any experience on how to estimate the parameters of the
specific copula in R or S+??
For example, calculate the conditional d. f. of F(x2|x1) by using the
partial derivatives of the Clayton copula, C(u1|u2)=((u2^(-alpha)
+u1^(-alpha) - 1 )/ u2^(-alpha) )^-1/alpha-1
Here, how tto estimate the value of alpha based on the observations on
(x1, x2)???
fitCopula function?? I could not find some reference on this
function.....Also does anyone have some example of fitCopula???
Appreciate for your kind help.
With regards,
Michael
[[alternative HTML version deleted]]
______________________________________________
R-help@stat.math.ethz.ch 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.
