Hello! 

Did someone ever do goodness of fit tests for copulas in R? 

Question 1: Can someone give an intuition of the R-command gofCopula?? What
is R actually doing here and how do I interpret the outcome?

 

Question 2: Are there other possibilities of goodness of fit testing for
copulas in R than the command gofCopula?  

 

Thank you very much for your help.

 

Michael


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