[R] Copula package - normalCopula() param order
Lucas Holland
hollandlucas at gmail.com
Sun Mar 17 16:26:41 CET 2013
Hey all,
I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vector have to be in? In other words: What does the normalCopula function "expect"?
Thanks!
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