[R] fCopulae

[Yohan Chalabi]

>>>> "CA" == "chockri adnen" <adnen.chockri at gmail.com>
>>>> on Wed, 30 Apr 2008 13:34:42 +0200


   CA> My problem in a few words is as folow:
   CA> I used the fCopulae packages because i have 2 series which
   CA> are already
   CA> transformed in the uniform domain (the space of the copulas
   CA> functions) and i
   CA> estimated with type archmList() from 1 to 22, but i don't
   CA> know their
   CA> names:for exemple the type=4 is the Gumbel Copula...and for
   CA> the others i
   CA> can't have any idea about how can i find teir names
   CA> explicitly?
   CA> Please can you help me in this point?
   CA> Thank you.

the numbers archmList() corresponds to the copula numbers as defined in
"An Introduction to Copulas" by RB Nelson.

I will add the reference in the help page of archmList.

hope this helps,
Yohan

-- 
PhD student
Swiss Federal Institute of Technology
Zurich

www.ethz.ch
www.rmetrics.org

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