[R] fitting t copula with fixed dof

[Martin Maechler]

>>>>>   <ergen at rice.edu>
>>>>>     on Wed, 16 May 2012 12:39:44 -0500 writes:

    > I need to fit a t copula with fixed degree of freedom
    > let's say 4. I do not want to estimate the dof together
    > with correlation matrix optimally. Instead fix the dof to
    > 4 and only estimate the correlation matrix in the
    > optimization routine. Is anyone aware of such estimation
    > method in R.

    > The packages and functions that I know of can't do this
    > estimation. I searched online but couldn't find
    > anything. I will appreciate any help/comments.

I searched wrongly.
The copula package has been able to do that for a very long
time. --> fitCopula()

Martin Maechler,
ETH Zurich