Did you suceed in writing the code for the empricial copula or did you find
it somewhere?
I am searching for a code right now, anyone?
Thanks
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Hi all,
I have this data set:
## Empirical copula
## dt1 = ranking
## dt2 = observed uniform data associated with the ranking
Sample data,
> dt1
S_i R_i
[1,] 7.0 10.0
[2,] 232.5 440.5
[3,] 143.0 141.5
[4,] 272.5 222.0
[5,] 46.0 34.0
[6,] 527.0 483.0
[7,] 420.5 563.5
[8,]
2 matches
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