[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
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