[R] Copula calculation in R?
maechler at stat.math.ethz.ch
Tue Nov 18 17:51:23 CET 2003
I'm sorry for my accidental reply
(which was caused by the fact that you were lazy and did
reply to an *existing* r-help posting and changed the subject
instead of writing a new e-mail -- this destroys all threading
("sort+indent according to one topic") in the archives and many
people's mail readers
>> Anyone that now of any function in R that can calculate copulas?
>> Or if anyone have any code avaible I would be more than interested.
>> Thank you in advance
Now to the answer: There is some S-plus code around here at ETH
that I could get. Please inquire privately if there isn't a
better answer here.
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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