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Aug 20

Visualize Copulas

Posted by abiao at 14:09 | Code » R/Splus | Comments(4) | Reads(10945)
In those Copula codes you can get a rough idea what copula is, how to estimate and simulate it, how to test its performance, etc., to help you visualize what on earth the copula should look like, below R code draws plots of some widely used copulas.

http://www.math.tu-berlin.de/~mkeller/index.php?target=rcode


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hi... i choose copula function for dependence modelling as my thesis.could you help me to expose to them about it because its not popular unto us
what do you mean "expose to them"? if you need some introductory paper on Copula, searching in Google will generate dozens of paper for you; for book I recommend "Copula Methods in Finance" (The Wiley Finance Series) by Umberto Cherubini, Elisa Luciano, and Walter Vecchiato.
I dont think your link above works any more. (on R/S+). Could you please check?
thanks for informing me, link is updated.
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