[R-SIG-Finance] Help to calculate tail dependence and tail risks

[Mark Knecht]

Does your code have a line like

require(fCopulae)

?

- Mark

On Tue, Sep 22, 2009 at 5:49 PM, Brenda Quismorio
<brenda.quismorio at gmail.com> wrote:
> Dear R users,
>
> May I ask help on very basic steps? It's from someone who is really
> not-technical. Hoping for your patience and kindness.
>
> I need to run the four Elliptical copulae dependency functions (of fCopulae
> package), the GPD modelling functions and VaR( of fExtremes).
>
> I've read through the available manuals and managed to install and load
> these packages. I get the message that the functions of these packages are
> still not found.
>
> Also, I have managed to read my bi-variate data in xls.
>
> Could someone please tell me how to proceed?
>
> Many thanks in advance.
>
> Brenda
>
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>
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