[R] R: simulation of Gumbel copulas

[Vito Ricci]

Hi,

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

http://faculty.washington.edu/ezivot/book/QuanCopula.pdf

Cordially
Vito




You wrote:

Dear R:

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

Thanks in advance!

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

=====
Diventare costruttori di soluzioni
Became solutions' constructors

"The business of the statistician is to catalyze 
the scientific learning process."  
George E. P. Box


Visitate il portale http://www.modugno.it/
e in particolare la sezione su Palese  http://www.modugno.it/archivio/palese/