[R] Gamma Copula
Peter Stueckler
pstueckl at edu.uni-klu.ac.at
Wed Jun 9 23:09:45 CEST 2010
Hello R-Team,
I am trying to construct a Copula from a multivariate Gamma distribution with its marginals gamma-distributed.
The multivariate Gamma should be able to contain a correlation coeficient or matrix.
I have studied the book "Continuous Multivariate Distributions vol.I Models and applications" by Johnson & Kotz & Balakrishnan
but what I constructed doesn't really look like a Copula.
So my question is: Can such a Copula exist? And if yes, are ther R-packages which could help?
Yours truly
Peter
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