>>>> "CA" == "chockri adnen" <adnen.chockri_at_gmail.com>
>>>> on Wed, 30 Apr 2008 13:34:42 +0200
CA> My problem in a few words is as folow: CA> I used the fCopulae packages because i have 2 series which CA> are already CA> transformed in the uniform domain (the space of the copulas CA> functions) and i CA> estimated with type archmList() from 1 to 22, but i don't CA> know their CA> names:for exemple the type=4 is the Gumbel Copula...and for CA> the others i CA> can't have any idea about how can i find teir names CA> explicitly? CA> Please can you help me in this point? CA> Thank you.
the numbers archmList() corresponds to the copula numbers as defined in "An Introduction to Copulas" by RB Nelson.
I will add the reference in the help page of archmList.
hope this helps,
-- PhD student Swiss Federal Institute of Technology Zurich www.ethz.ch www.rmetrics.org NOTE: Rmetrics Workshop: http://www.rmetrics.org/meielisalp.htm June 29th - July 3rd Meielisalp, Lake Thune, Switzerland ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Tue 06 May 2008 - 09:57:39 GMT
Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Archive generated by hypermail 2.2.0, at Tue 06 May 2008 - 10:30:34 GMT.
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.
list of date sections of archive