In Jim Lindsey's repeated package, `gausscop' Multivariate Gaussian Copula with Arbitrary Marginals
kk Quoting Simon Fear <[EMAIL PROTECTED]>: > 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 > -- Ken Knoblauch Inserm U371 Cerveau et Vision 18 avenue du Doyen Lepine 69675 Bron cedex France Tel: +33 (0)4 72 91 34 77 Fax: +33 (0)4 72 91 34 61 Portable: 06 84 10 64 10 email: [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help