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Copula package - normalCopula() param order

Lucas Holland 
Hey all,

I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vector have to be in? In other words: What does the normalCopula function "expect"? 

Thanks!

Thread (2 messages)

Lucas Holland Copula package - normalCopula() param order Mar 17 Martin Maechler Copula package - normalCopula() param order Mar 19