It’s possible the “VineCopula” package may have what you’re looking for.
Check out the “BiCop” function documentation for a list of available copulas. On Mon, Mar 12, 2018 at 12:37 PM Gus Br <gus.br1...@gmail.com> wrote: > Dear all, > > Could you please tell me if there is any package or code available for the > (time-varying) Symmetrized Joe-Clayton copula in R? > In copula package, I think that there is only the Joe-Clayton copula. > > Thank you in advance! > Gus > > [[alternative HTML version deleted]] > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > -- Erol Biceroglu *LinkedIn <http://ca.linkedin.com/in/erolbiceroglu> | Wordpress <https://propfoliomanagement.wordpress.com/>* [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
