[R] Dependency modeling - "chi-plot" and "kendall-plot"

David Winsemius dwinsemius at comcast.net
Sat Jun 6 00:06:16 CEST 2009


At least for chi-plot:

http://lmgtfy.com/?q=genest+%20copula+r-project+%22chi-plot%22

Genest and Favre cite R in that article. Have you contacted them?


On Jun 5, 2009, at 5:29 PM, Zhao Nan wrote:

> Dear R users,
>
> I was trying to find a library for the Chi-plot and Kendall plot,
> as described in the paper "Everything you always wanted to know about
> Copula Modeling but you were afraid to ask", but unsuccessfully. I
> was wondering if anyone have already implemented these 2 functions  
> in R
> and could kindly help me out?
>
> Many thanks in advance,
>
> Nan


-- 
David Winsemius, MD
Heritage Laboratories
West Hartford, CT




More information about the R-help mailing list