Dear list,

Does anyone have any experience on how to estimate the parameters of the
specific copula in R or S+??

For example, calculate the conditional d. f. of F(x2|x1) by using the
partial derivatives of the Clayton copula, C(u1|u2)=((u2^(-alpha)
+u1^(-alpha) - 1 )/ u2^(-alpha) )^-1/alpha-1
Here, how tto estimate the value of alpha based on the observations on
(x1, x2)???

fitCopula function?? I could not find some reference on this
function.....Also does anyone have some example of fitCopula???

Appreciate for your kind help.

With regards,
Michael

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