subject:"\[R\] Goodness of Fit for Copula"

Re: [R] Goodness of Fit for Copula

2012-02-26 Thread Ivette

x=your pseudo-observations in the interval [0,1] -- View this message in context: http://r.789695.n4.nabble.com/Goodness-of-Fit-for-Copula-tp4174977p4422737.html Sent from the R help mailing list archive at Nabble.com. __ R-help@r-project.org mailing

[R] Goodness of Fit for Copula

2011-12-08 Thread cahaya iman

Dear All, I'm now working on Archimedean copulas and try to test the goodness of fit. Which packages I should use? I have Clayton copula with parameter (5.35) and Frank (19.5). I found this build function wrote by Yan and Ivan via R Packages, but I'm not sure the matrix for x? Please advice.