[R] Copulas

[Diethelm Wuertz]

I have written a copula package for Rmetrics.

It covers the contents from Evanesce, but it is build in a little bit
different way. When testing is finished it will become part of
Rmetrics / fExtremes in the near future.

DiethelmWuertz


J W wrote:

> Is anyone already in the process of developing copula estimation 
> methods or porting Prof. Rene Carmona's EVANESCE 
> (http://www.orfe.princeton.edu/~rcarmona/SVbook/svbook.html)?
>
> JW
>
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