[R-SIG-Finance] Multivariate dependence with copula

Samit Paul samitpaulin at gmail.com
Tue Oct 6 22:00:36 CEST 2015

Dear R users,

I want to fit copula function to more than two marginals and based on the
value of copula fitted parameter I want to simulate the same number of
random marginal series. I can do the same for bivariate copula using
"copula" and "fcopulae" package. But, I can't do it when the number of
marginals are more than two.

Can anyone please guide me with which package or function I can perform the

Thanks in advance.


Samit Paul

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