R help - Sep 2004 - Copulas

Is anyone already in the process of developing copula estimation methods or 
porting Prof. Rene Carmona's EVANESCE 
(http://www.orfe.princeton.edu/~rcarmona/SVbook/svbook.html)?

JW

I have written a copula package for Rmetrics.

It covers the contents from Evanesce, but it is build in a little bit
different way. When testing is finished it will become part of
Rmetrics / fExtremes in the near future.

DiethelmWuertz


J W wrote:
> Is anyone already in the process of developing copula estimation 
> methods or porting Prof. Rene Carmona's EVANESCE 
> (http://www.orfe.princeton.edu/~rcarmona/SVbook/svbook.html)?
>
> JW
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
>