Dear list,
Does anyone have any experience on how to estimate the parameters of the
specific copula in R or S+??
For example, calculate the conditional d. f. of F(x2|x1) by using the
partial derivatives of the Clayton copula, C(u1|u2)=((u2^(-alpha)
+u1^(-alpha) - 1 )/ u2^(-alpha) )^-1/alpha-1
Dear list,
I have a problem on persp()
x - u1data #first coloum in attached data
y - u2data #second coloum in attached data
f -
function(x,y){qgev(pnorm(rhoF*qnorm(pnorm((qnorm(y)-rho2*qnorm(x)/sqrt(1-rho2^2
+sqrt(1-rhoF^2)*qnorm(0.95)),-0.3935119, 0.4227890,
0.2701648)}