Re: [R] Copula Fitting Using R

t.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Dennis Murphy Gesendet: Freitag, 25. November 2011 09:10 An: cahaya iman Cc: r-help@r-project.org Betreff: Re: [R] Copula Fitting Using R Hi: This is the type of question for which the sos package can come to the rescue: library(

Re: [R] Copula Fitting Using R

library(copula) could be helpful as well. ## Toy example for gumbel copula with log-normal distribution ## (Taken from the documentation of copula::fitMvdc) ## Specify the copula gumbel.cop <- gumbelCopula(3, dim=2) myMvd <- mvdc(gumbel.cop, c("lnorm","lnorm"), list(list(meanlog = 1.17),

Re: [R] Copula Fitting Using R

nhard > > ps: The package maintainer of QRMlib is aware of the problem and hopefully, > the package QRMlib is fixed quite soon. > > -Ursprüngliche Nachricht- > Von:r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im > Auftrag von Dennis Murphy > Gese

Re: [R] Copula Fitting Using R

b is fixed quite soon. -Ursprüngliche Nachricht- Von: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Im Auftrag von Dennis Murphy Gesendet: Freitag, 25. November 2011 09:10 An: cahaya iman Cc: r-help@r-project.org Betreff: Re: [R] Copula Fitting Using R Hi: This is

Re: [R] Copula Fitting Using R

Hi: This is the type of question for which the sos package can come to the rescue: library('sos') findFn('Gumbel Clayton copula') It appears that the QRMlib package would be a reasonable place to start. Dennis On Thu, Nov 24, 2011 at 7:29 PM, cahaya iman wrote: > Hi, > > Is anybody using Copu

[R] Copula Fitting Using R

Hi, Is anybody using Copula package for fitting copulas to own data? I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( 2.7 and 1.05) Which package I should use to fit Gumbel and Clayton Copulas? Thanks, fayyad [[alternative HTML version deleted]] _