computing an empirical copula
- From: "Juan Nogues" <jpnp@xxxxxxxxxxx>
- Date: Tue, 28 Feb 2006 15:34:58 -0500
I have a set of two variables for which I want to compute an
empirical copula. I have fitted a gamma distribution to both however
I am stuck on how to get the copula. I am thinking I have to do some
type of 4 nested loops in a way to bracket my data (x and y).
However I don't know if anybody knows of a code or a faster way to do
this.
Thank you
Juan
.
- Prev by Date: Re: zero mean
- Next by Date: Matlab Maple Matlink Problems
- Previous by thread: Joint mutual information
- Next by thread: Matlab Maple Matlink Problems
- Index(es):