Hi all, I am trying to build a copula model using the Gumbel Copula and I have two marginal distributions.I know the marginal parameters by using the fitdistr() and optim().The problem is I dont know my copula parameter. I am getting a bit confused of how shall I go about it.I read the previous threads where the query was to estimate all the parameters.How shall I define my log-likelihood function? I am attaching a file which has the CDFs and other functions i've built.
Any help would be highly appreciated.I hope I am able to convey what my problem is.If not,I apologise as Im a new user of R. Regards, Kakul Modani
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