[R-SIG-Finance] Multivariate dependence with copula

[Samit Paul]

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
same?

Thanks in advance.

Regards

Samit Paul

	[[alternative HTML version deleted]]