Skip to content
Back to formatted view

Raw Message

Message-ID: <23612397.post@talk.nabble.com>
Date: 2009-05-19T09:04:17Z
From: matejp
Subject: R copula - empirical distributions

Dear list,

Has anyone used the 'copula' or 'fCopulae' package with empirical
distributions. I have two distributions (10.000 samples each) which I need
to combine using archimedean copulas (probably Clayton and/or Frank).

Is this possible? Is there an existing empirical distribution function
defined which I can use or do I need to define my own?

Thanks and best regards,

Matej
-- 
View this message in context: http://www.nabble.com/R-copula---empirical-distributions-tp23612397p23612397.html
Sent from the R help mailing list archive at Nabble.com.