For a more detailed answer try the American Statistician: Title: The joy of copulas: Bivariate distributions with uniform marginals (Com: 87V41 p248) Author(s): Genest, Christian;MacKay, Jock; Keywords: [Teacher's Corner];Frechet bound;Kendall $\tau$;Singular distribution function;Kendall tau Year: 86 Volume: 40 Page(s): 280- 283 J
Any paper with a title like that just has to be worth reading. > -----Original Message----- > From: Thomas Lumley [mailto:[EMAIL PROTECTED] > Sent: 18 November 2003 21:02 > To: [EMAIL PROTECTED] > Cc: [EMAIL PROTECTED] > Subject: Re: [R] Copula calculation in R? > > > Security Warning: > If you are not sure an attachment is safe to open please contact > Andy on x234. There are 0 attachments with this message. > ________________________________________________________________ > > On Tue, 18 Nov 2003 [EMAIL PROTECTED] wrote: > > > On 18 Nov 2003 at 11:26, Thomas Holm wrote: > > > > What is copulas? > > After you rescale a bivariate distribution to have specified marginal > distributions the copula is what's left. > > -thomas > > > > > Kjetil Halvorsen > > > > > Hello > > > > > > Anyone that now of any function in R that can calculate copulas? > > > Or if anyone have any code avaible I would be more than > interested. > > > > > > Thank you in advance > > > > > > /Thomas > > > > > > ______________________________________________ > > > [EMAIL PROTECTED] mailing list > > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > > > ______________________________________________ > > [EMAIL PROTECTED] mailing list > > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > > > > Thomas Lumley Assoc. Professor, Biostatistics > [EMAIL PROTECTED] University of Washington, Seattle > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > Simon Fear Senior Statistician Syne qua non Ltd Tel: +44 (0) 1379 644449 Fax: +44 (0) 1379 644445 email: [EMAIL PROTECTED] web: http://www.synequanon.com Number of attachments included with this message: 0 This message (and any associated files) is confidential and\...{{dropped}} ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
