Hi: This is the type of question for which the sos package can come to the rescue:
library('sos') findFn('Gumbel Clayton copula') It appears that the QRMlib package would be a reasonable place to start. Dennis On Thu, Nov 24, 2011 at 7:29 PM, cahaya iman <qaisfay...@gmail.com> wrote: > Hi, > > Is anybody using Copula package for fitting copulas to own data? > I have two marginals Log Normal with (parameters 1.17 and 0.76) and Gamma ( > 2.7 and 1.05) > > Which package I should use to fit Gumbel and Clayton Copulas? > > Thanks, > fayyad > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.