Hello,
I try to reproduce copula fitting from Matlab by R. I constructed pieswise distribution: Generalised Pareto at the tails and empirical distribution estimated with Gaussian Kernel. Like this I obtain 15 CDF. However, I dont find my way to convert them to uniforms and fit copula.
 
If you could provide some help, I would be thanjful
 
Thank You
Yana


      
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