Dear Erol, Thank you for your reply. Unfortunately, in VineCopula package, I only find the Joe-Clayton and the rotated Joe-Clayton copula but not the Symmetrized.one.
2018-03-12 17:42 GMT+01:00 Erol Biceroglu <[email protected] >: > 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 <[email protected]> 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]] >> >> _______________________________________________ >> [email protected] 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]] _______________________________________________ [email protected] 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.
