[R] R: simulation of Gumbel copulas

Vito Ricci vito_ricci at yahoo.com
Mon Nov 22 14:16:18 CET 2004


I found this document, but it concerns S+. If it could
interest you'll see:



You wrote:

Dear R:

Is there a function or a reference to simulate Gumbel
copulas, please?

Thanks in advance!

Erin Hodgess
mailto: hodgess at gator.uhd.edu
R version 2.0.1 windows

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