Displaying 1 result from an estimated 1 matches for "tp4174977p4422737".
2011 Dec 09
1
Goodness of Fit for Copula
Dear All,
I'm now working on Archimedean copulas and try to test the goodness of fit.
Which packages I should use?
I have Clayton copula with parameter (5.35) and Frank (19.5).
I found this build function wrote by Yan and Ivan via R Packages, but I'm
not sure the matrix for x? Please advice.
e.g
gofCopula(claytonCopula(1),x)
Thank you
Regards,
Fayyad
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