[R] Estimate parameters of copulas

2007-08-02 Thread Michael Sun
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

[R] persp() problem

2006-12-13 Thread Michael Sun
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)}