[R-SIG-Finance] HELP!: multivariate copula

[Brian G. Peterson]

On 11/12/2013 04:41 AM, widmo wrote:
> Hi,
>
> I’ve made research in internet, but it seems, most of the articles dealing
> with copulas are based on simulated data, limited to bivariate cases with
> one correlation parameter. Can you please help, how to fit a multivariate
> Archimedean copula (dim=7) to real data with the given correlation matrix
> and to estimate a fitting parameters.
>
> Thanks you for answers!

Please follow the posting guide:

http://www.r-project.org/posting-guide.html

provide data and what you have already tried.

A quick search on rseek.org:

http://goo.gl/7qeNou

provides lots of promising bits, but without more specificity, no one 
here can help you.

Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock