[R] Copula and Multivariate distribution
salmajj at softhome.net
salmajj at softhome.net
Wed Jan 19 19:54:08 CET 2011
Hi all,
I understand that rmvdc generates random number from mvdc object. But the
mvdc object can only be used if we define the marginals! So my question is
suppose we don't find any distribution which fit marginals so we use the
Canonical Maximum Likelihood method (This approach uses the empirical CDF of
each marginal distribution to transform the observations into pseudo
observations with uniform margins) SO after finding the copula which fit the
dependancy HOW i can generate random number which mimic the data?
Hope my question is clear, please if someone have an idea help me!
THANKS
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