Hi everyone, I'm writing a thesis about financial copulas (gaussian and t-student copulas) but i have problems about the R-code. I'll explain better: i downloaded 10 time series about financial indeces and i have to apply the gaussian copula. First i have to divide the ranks of the osservations by T. Employing these "pseudo-osservations" the copula parameters are estimated via maximum likelihood estimation. I don't know the R-code about MLE. I tried with "optim" but i don't have the function "fn". I tried also with procedure that explained by Christian Cech but it's quite complex. How do i write the R-code? Thanks -- View this message in context: http://r.789695.n4.nabble.com/MLE-with-R-tp4653818.html Sent from the R help mailing list archive at Nabble.com.