SJC copula in R
It?s possible the ?VineCopula? package may have what you?re looking for. Check out the ?BiCop? function documentation for a list of available copulas.
On Mon, Mar 12, 2018 at 12:37 PM Gus Br <gus.br1990 at gmail.com> wrote:
Dear all,
Could you please tell me if there is any package or code available for the
(time-varying) Symmetrized Joe-Clayton copula in R?
In copula package, I think that there is only the Joe-Clayton copula.
Thank you in advance!
Gus
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